How should we understand the surveillance state post Snowden? This paper is concerned with the relationship between increased surveillance capacity and state power. The paper begins by analysing two metaphors used in public post Snowden discourse to describe state surveillance practices: the haystack and the panopticon. It argues that these metaphors share a flawed common entailment regarding surveillance, knowledge and power which cannot accurately capture important aspects of state anxiety generated by mass surveillance in an age of big data. The paper shows that the nature of big data itself complicates the power attributed to mass surveillance states by these metaphors and those who use them. Relying heavily on Ezrahi's distinction between information and knowledge, the paper situates this argument concerning the state and anxiety borne of information overload in the context of literature that concerns the state and information management. Drawing primarily on James Scott's work on legibility, it argues that the big data born of mass surveillance problematises the concept of information as empowering the state. Instead, understanding mass surveillance in an age of big data requires understanding the relationship between the surveillance state and information in terms of anxiety as well as power.