Okay, I'm editing this post because I guess Google incognito mode just doesn't include the history on my own device, but I assume that means that it's fair game for the government. So that means the government is getting info from my ISP sort of like they do in China, right?
The only thing that protects you from is other users of your computer who snoop through history, local cache, etc. -- stuff that your computer would normally store, but doesn't due to incognito.