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Privacy is a key principle for developing ethical AI technologies, but how does including AI technologies in products and services change privacy risks? We constructed a taxonomy of AI privacy risks by an- alyzing 321 documented AI privacy incidents. We codifed how the unique capabilities and requirements of AI technologies described in those incidents generated new privacy risks, exacerbated known ones, or otherwise did not meaningfully alter the risk. We present 12 high-level privacy risks that AI technologies either newly created (e.g., exposure risks from deepfake pornography) or exacerbated (e.g., surveillance risks from collecting training data). One upshot of our work is that incorporating AI technologies into a product can alter the privacy risks it entails. Yet, current approaches to privacy-preserving AI/ML (e.g., federated learning, diferential pri- vacy, checklists) only address a subset of the privacy risks arising from the capabilities and data requirements of AI.