As long as they don't keep records - the mixer knows everything. And I'm not aware of any running instances of a decentralized mixer like e.g. described here: http://blog.ezyang.com/2012/07/secure-multiparty-bitcoin-ano...

Obscure being the key word. There's no proof of security there, right?

Obscuring isn't the method.. it's the goal. The question is how obscure do they make things.