Not yet, but I would argue that's because organisations like Google and Facebook have changed their behaviour when challenged to avoid things going that far.

However, Europe has imposed heavy fines in the past on the likes of Microsoft, and various nations in Europe have also formally investigated and taken legal action against major tech firms in relation to privacy concerns. For example, see http://www.bloomberg.com/news/articles/2015-05-06/facebook-p..., which is about an ongoing investigation.