Microphones are their typical method of choice. Typically embedded in the remote (which can be replaced or removed), but they’ve also found hidden microphones inside the TVs from certain companies (I think Samsung got caught doing that one?)
It’s also not uncommon for a TV to secretly take screenshots of whatever is on your TV (computer, PS5, home movies, you name it) every 30 seconds or so, and then transmit the screenshots back to HQ (mostly to be sold to data brokers).
I haven’t heard of one with actual cameras in it (yet).
So yeah, if you get a TV, do NOT connect that shit to the Internet, do NOT accept the user agreement, and don’t trust these MFs.
All media enters my TV through my (secure) Linux computer, or my Sega