They apparently do not.
I have read all the replies and many of them had some wrong information (with no offence).
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If agencies have “trapped” or are ONLY the exit node in TOR,then they just got the end of your journey and NOT you.So they just failed. In this concept they refer to, agencies should “trap” or be the exit AND the first node because only then they have the traveler and his final destination.SO BUSTED!
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VPN services (most of them if not all) keep logs.But let’s say they do not. The ,most secure VPN protocol is OpenVPN. But OpenVPN is opensource…that means that agencies have found at least 1 vuln. So VPN is cracked even without the logs. SO BUSTED!
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At my opinion PROXY is not for anonymity reasons…There are many PROXY protocols but I do not think that even proxy-chains give anything extra, because it’s like VPN-chain…It has vulns and what you do is just to reduce your internet speed.
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TOR has been cracked many times and if agencies target you,they will find you even if you use 100 TOR nodes + 100 VPN services with 1M$/mo + all the proxy-chains in the world.
Black-hat hacking was never the most secure way… As @Anonym said, “You can not be 100% anonymous because of how the internet works”.
Internet has not been made for anonymous.It has been made transparenced and noone can change that.
Many black markets have left TOR and got in I2P but I do not think that there they are more safer than TOR… Agencies have the first word on the internet if you like it or not.
No hacker has been “anonymous” forever.
Just deal with it and stop black-hacking.If you want to hack,just be legit white-hat hacker (except if you help Apple 
, because they just arrested one).
Also you can read here some things I say for your tracks you leave when hacking if you want to search deeper How to Cover our Tracks after Hacking?