Around the world, people increasingly generate data through their everyday activities. Much of this happens unwittingly through sensors, cameras, and other surveillance tools on roads, in cities, and at the workplace. However, how individuals and governments think about privacy varies significantly around the world. In this article, we explore differences between people’s attitudes toward privacy and data collection practices in the United States and the Netherlands, two countries with very different regulatory approaches to governing consumer privacy. Through a factorial vignette survey deployed in the two countries, we identify specific contextual factors associated with concerns regarding how personal data are being used. Using Nissenbaum’s framework of privacy as contextual integrity to guide our analysis, we consider the role that five factors play in this assessment: actors (those using data), data type, amount of data collected, reported purpose of data use, and inferences drawn from the data. Findings indicate nationally bound differences as well as shared concerns and indicate future directions for cross-cultural privacy research.