For the UK and USA it is true that you can be publicly recorded with no real recourse unless you can tie it to something like harassment, sexual or otherwise.
In Sweden it is illegal to record public places with static cameras, and I highly suspect that the Swedish police/court system would side with you if you decided to pursue a punitive measure of some kind to someone who is fragrantly denying a request not to be recorded.
It gets complicated when people are photographed. You're allowed to take pictures of crowds at events, but you are not allowed to take pictures of individuals.
I could never have imagined that calling the police to protect yourself from being recorded could ruin your whole life (you know what I am talking about, ofcourse that's just one part of the fiasco that's been overlooked).
Some of the provinces in Canada have more nuanced rules, and I believe Quebec is the strictest in that you can't have cameras pointed at someone's windows.