Webmaster

[rubberducky]

Can a webmaster find out which other websites that you had been visiting?

[SteveTX]

Yes, if he is actively attacking your browser using special scripts.

[rubberducky]

Can such script be detected by an anti virus or anti spyware program?

[SteveTX]

If they were programmed into the antivirus, maybe. Probably not though, it isn't the function of an antivirus or antimalware to protect your privacy, just as those programs don't change your car's oil.

[box750]

At the very list a webmaster can find out what was the referral site that took you to his site, what keywords you entered in Google/Yahoo to find out the site, and to what site you went next after you left his site/blog.

If that webmaster owned dozens of sites he could also match your IP accross all of them and build a profile on you.

This is what some advertisement networks do, they show you adverts on dozens of sites, and they know exactly where you have been before and what pages you have seen even thought they were all in different sites, the 3rd party advertisement network was still the same.

[sfi]

As well, there are web beacons as well, which are small objects that will "send" back a signal to another website. If you are concerned about tracking cookies, take a look at this link:
http://www.networkadvertising.org/managing/opt_out.asp

It's an "Ad Cookie Opt-out" site

Edit: I forgot, there is also CSS(?) history tracking.
Here is an example
http://whattheinternetknowsaboutyou.com