All industrial revolutions have relied on raw materials as a fuel for economic development. In the digital revolution, the main source needed to prosper and drive the market is a different one: data. Unsurprisingly, this has led many companies to collect and exfiltrate data in ways that have not always respected the privacy of consumers. In fact, companies benefited – and are still benefiting – from unregulated markets and legal loopholes in many countries. After decades of laissez faire, however, and scandals that have called attention to the lack of control and rules for an increasingly data-driven economy, states and international organizations are starting to take steps to regulate the digital markets. How did digital business develop during the “unregulated” years? Are states really capable of exerting control over digital companies? Are users and consumers aware of the real risks connected to their privacy?