A right to privacy the European Convention on Human Rights which every European country other than Belarus is a signatory to. It is directly incorporated into UK law and in all signatory countries appeals can be made to the European Court of Human Rights.
Some governments ignore it, pretty much all governments have tried to find ways to limit the right to privacy. It has not been terribly effective. As far as I can tell constitutional protections in a few countries (like Germany) have been far more effective.
Germany has also lost its right to privacy, with widespread surveillance conducted by police, such as 24/7 in the area surrounding Hamburg main station, and every single protest, and with the police knowing everyone's home address (Anmeldung register), every cellphone being connected with an ID, and every website publicising the home address of the person who wrote it (Impressum). It's not yet total surveillance, more like 80%.