I'm having to deal with increasingly pushy ads from Apple. Banner notifications with ads for their tv, news, game and music services, as well as fake alerts in the settings app that say some bullshit like "Setup required - signup for some icloud storage now!" I work at an outfit that uses RHEL, they absolutely inject ads for their services whenever you use a shell. Microsoft is the most distasteful, but it's matter of degrees for most OS vendors.
Windows XP contained ads. It had a demo for a game suite bundled in it. It had so many references to Microsoft Passport. Its defaults were set to msn's website filled with ads. It was set up to easily get connected to certain ISPs out of the box. Windows Messenger often had ads and was bundled in it. Security Center pushed antivirus subscriptions. Windows Media Player had ads in it from time to time.