How do you attack an unconnected network? (Outside of having physical access, obviously.) I wish he'd explained that, or at least linked to a page that lists those techniques. Some time ago there was a security researcher who'd made a similar claim, about a virus that could infect a computer not connected to the internet, but it was met with a lot of scepticism. Schneier is considered one of the top experts on matters of security, so I assume he knows what he's talking about. If he's right, things are even worse than I thought.
So basically, all the top players probably know each other's secrets. Classified technology, classified programs, classified personal information, etc. While it's a little comforting to know that not even intelligence agencies have much privacy any more, should we be worried about that?