I think EU countries are supposed to be using the same legal privacy framework, although the exact way the laws are phrased and interpreted might differ from country to country.
I believe in Spain, generally speaking, it is legal to record your interactions with someone when you are in public.
But I think many people are not aware that this is legal, including some police officers, because privacy laws are perceived to be quite strict.
Similarly, I think dashcams are actually legal, even though most police probably think they are not.
I think these recordings can even be used in court cases, and in fact in many cases it's probably the reason why they are legal, otherwise it would be hard to see a legitimate purpose that would override the privacy drawbacks.
However, there are restrictions. Indiscriminate recording (i.e. CCTV) of public areas is illegal, as in Germany. This is also true for the entrances of personal homes: you are only allowed to have CCTV outside if it's pointing directly at your door, not the street in general (and you must post a sign).
An obvious restriction is that I think you are not allowed to publish a recording without either anonymizing the people in them or getting their permission.
An interesting restriction that comes to mind is that a few years ago, there was a court case of a man who was caught filming children on a school playground while positioned outside the school, which at the time it was presumed to be for sexual purposes, I think because of the way he was doing the recording (big lenses, I think?) and because he didn't have a legitimate motive for doing that (like being the parent of one of the children, or filming a documentary, etc).
He was sentenced and received a large fine, but I think the legal reasoning was that children on a school playground are expected to have a legal right to privacy, even though it's a public school. So the judge considered it the legal equivalent of filming someone in their private home from outside.
I'm very happy for cases like these where common sense prevails over legal / ideological dogma (even though I'm also aware of the dangers it can pose when laws aren't interpreted to the letter).