Around the world, people increasingly generate data through their everyday activities. Much of this also happens unwittingly, thanks to sensors, cameras, and other surveillance tools on the roads, in cities, and in businesses. However, the ways citizens and governments think about privacy vary significantly around the world. In this paper, we explore differences between citizens’ attitudes toward privacy and data collection practices in the U.S. and the Netherlands, an EU member nation. Using a factorial vignette survey methodology, we identify specific contextual factors associated with people’s level of concern about how their data is being used. We consider the role that five factors play in this assessment: actors (those using data), data type and amount, reported purpose for data use, and inferences drawn from the data. These indicate nationally bound differences but likewise point to potentially more globally shared concerns.