Foreign Intelligence Gathering Laws by Peter Roudik, Director of Legal Research, Law Library of Congress.
From the description:
This report contains information on laws regulating the collection of intelligence in the European Union, United Kingdom, France, Netherlands, Portugal, Romania, and Sweden. The report details how EU Members States control activities of their intelligence agencies and what restrictions are imposed on information collection. All EU Member States follow EU legislation on personal data protection, which is a part of the common European Union responsibility.
To the extent that you think intelligence services obey laws or if you need statute and case citations for rhetorical purposes, for the countries covered this report will be quite handy.
Whether you are in the United States or one of the countries listed in this report or elsewhere, your default assumption should be that you are under surveillance and the record light is on.