How much attention should you pay to warnings, such as "may contain peanuts" or "manufactured on a shared line with products containing wheat and soy"? And how can you find out whether a product you're interested in buying poses a cross-contamination risk with a food you're allergic to?
As of 2008, FALCPA does not require U.S. food manufacturers to list the presence of allergens — common or otherwise — on manufacturing lines or in factories. Some manufacturers do voluntarily provide this information. Statements, such as "manufactured in a dedicated nut-free facility" or "produced on a shared manufacturing line with soy" can give you valuable information about your cross-contamination risks from packaged foods.
Most foods, however, don't include these sorts of warnings, and information on food labels about allergens other than the "big eight" most common food allergens and gluten is rare. The best source for information, then, is with the company itself. You should find a customer service number on the manufacturer's website or on the package of the food you're interested in — this is a good place to start. Customer service personnel may or may not be well-informed about manufacturing practices, such as shared manufacturing lines. They should, though, be able to put you in touch with a line manager or someone with a similar title in charge of manufacturing who oversees this process and who's in a position to give you authoritative answers.
Should you worry about "may contain" or "shared manufacturing line" warnings? Several studies have investigated whether products with this sort of warning, regarding peanuts or tree nuts, are more likely to contain allergens (there has been far less research regarding packaged food warnings and other allergens). For example, a 2007 study in the Journal of Allergy and Clinical Immunology found that while the vast majority of tested products with these sorts of warnings did not contain peanuts, about 7% of products did have detectable amounts of peanuts, and in many cases, enough to trigger a reaction in a susceptible person.
Bottom line: Those with mild food sensitivities may be able to tolerate the small quantities of food exposure this sort of cross-contamination generally results in — your doctor can help you decide if you fall in to this category — but it's well worth being cautious if you're dealing with a true food allergy or celiac disease.