Stingray is the code name for an IMSI-catcher, which is basically a fake cell phone tower sold by Harris Corporation to various law enforcement agencies. (It's actually just one of a series of devices with fish names -- Amberjack is another -- but it's the name used in the media.) What is basically does is trick nearby cell phones into connecting to it. Once that happens, the IMSI-catcher can collect identification and location information of the phones and, in some cases, eavesdrop on phone conversations, text messages, and web browsing.
The use of IMSI-catchers in the US used to be a massive police secret. The FBI is so scared of explaining this capability in public that the agency makes local police sign nondisclosure agreements before using the technique, and has instructed them to lie about their use of it in court. When it seemed possible that local police in Sarasota, Florida, might release documents about Stingray cell phone interception equipment to plaintiffs in civil rights litigation against them, federal marshals seized the documents. More recently, St. Louis police dropped a case rather than talk about the technology in court. And Baltimore police admitted using Stingray over 25,000 times.
The truth is that it's no longer a massive police secret. We now know a lot about IMSI-catchers. And the US government does not have a monopoly over the use of IMSI-catchers. I wrote in Data and Goliath:
There are dozens of these devices scattered around Washington, DC, and the rest of the country run by who-knows-what government or organization. Criminal uses are next.