It basically depends on the country and your personal situation. If you're the kind of person the US gov't would be interested in going after, then you probably

It basically depends on the country and your personal situation. If you're the kind of person the US gov't would be interested in going after, then you probably shouldn't donate, as it's an extra and arguably unnecessary vulnerability to an offense pinnable to you. It's a risk assessment. If you're not sure, then I'd say it's unlikely you need to worry. For me personally, for instance, even if a donation would put me on some watch list, it actually wouldn't change anything in my life or my anticipated plans.