The development of computing technologies and the Internet has made it possible to capture, save and analyze increasing amounts of personal information, leading to increased public concern over privacy. The present article analyzes individuals' Internet privacy concerns with respect to social networking sites. We study data on a set of 22,253 individuals in 26 EU countries, collected in December 2009 by Eurobarometer. We use an ordered logit model to examine the variables associated with the probability of increased concerns over privacy, in order to draw policy implications. The results show that national efforts to safeguard personal data positively affect perceived privacy. We observe also that both cultural and socio-demographic variables affect the level of privacy concerns.