Nope. Nobody has turned me in and I haven't turned anybody in*, even when I was privy to stories of passion between my young friends who should not have been quite so passionate with each other, and others who, in WTS terms, have led 'double lives.' As joannadandy said, 'it's between the person and Jehovah.'
*no wait, there was once one guy who was real creeeepy and trouble and he was wanting to be baptized, but I knew he was putting on a 'holy' face when in reality he was doing stuff he shouldn't have, so I told. I don't think anything happened - the elders knew about him already.