Maybe they expect you to be handed a job offer right on the same day of the interview?
I wouldn't give them until you have a job offer in hand.
Thanks. Do you think it would work if I took the forms--and maybe even filled them out--and then said I'd be happy to provide them if we both want to move forward?
That sounds like a good diplomatic way of doing it. It's very strange that they would ask for it now, but maybe nobody has complained about it until then? Or maybe they just don't care about turning off valuable potential employees who happen to give a damn about privacy. Either way, major red flag.
For what it's worth, I work for an uber-paranoid company (for good reasons) that subjected me to drug testing, fingerprint with FBI background check, credit check, elaborate immigration status checks, and pretty much flat out refuses to hire you if you've ever declared bankruptcy. But none of that was required until after the interview and offer.
It's already bad enough that employers don't tell you how your personal information is being guarded- newsflash, a statistically significant number of you probably has their info floating on some HR lady's personal laptop where her teenage kid downloads Rihanna-XKLusive-nudes.exe from ThePirateBay- don't let a company you may not even work for get a hold of it. So everyone please, if you have some choice in your employment options, do not cave in and let employers get away with crap like this.