What about open source licencing? If Goldman Sachs takes GPL software, modifies it and uses it internally without distribution, then they are perfectly compliant with the licence.
It doesn't grant the programmer any ownership of the code, nor any rights to take a copy of what he wrote with him.
I think one would leave the source alone and encourage the copyright holder on the GPL'd code to bring a civil suit for violating the terms of the license rather than trying to enforce personally enforce the GPL.
What to do about the open source licensing? Presumably some of the stuff was GPL'd.