This Review summarizes and draws connections between diverse streams of empirical research on privacy behavior. We use three themes to connect insights from social and behavioral sciences: people's uncertainty about the consequences of privacy-related behaviors and their own preferences over those consequences; the context-dependence of people's concern, or lack thereof, about privacy; and the degree to which privacy concerns are malleable—manipulable by commercial and governmental interests. Organizing our discussion by these themes, we offer observations concerning the role of public policy in the protection of privacy in the information age.