The rise of deep learning (DL) has led to a surging demand for training data, which incentivizes the creators of DL models to trawl through the Internet for training materials. Meanwhile, users often have limited control over whether their data (e.g., facial images) are used to train DL models without their consent, which has engendered pressing concerns. This work proposes MembershipTracker, a practical data provenance tool that can empower ordinary users to take agency in detecting the unauthorized use of their data in training DL models. We view tracing data provenance through the lens of membership inference (MI). MembershipTracker consists of a lightweight data marking component to mark the target data with small and targeted changes, which can be strongly memorized by the model trained on them; and a specialized MI-based verification process to audit whether the model exhibits strong memorization on the target samples. Overall, MembershipTracker only requires the users to mark a small fraction of data (0.005% to 0.1% in proportion to the training set), and it enables the users to reliably detect the unauthorized use of their data (average 0% FPR@100% TPR). We show that MembershipTracker is highly effective across various settings, including industry-scale training on the full-size ImageNet-1k dataset. We finally evaluate MembershipTracker under multiple classes of countermeasures.