It is often emphasised that Danes are relatively tolerant to state surveillance, and seen from a European perspective, there is a high degree of trust between citizens and the state in Denmark. The question is, however, where Danes set the boundaries for different types of state surveillance. Based on findings from the Danish Values Survey, this chapter analyses Danish citizens’ views on three categories of state surveillance: CCTV surveillance in public places; monitoring of e-mails and other information exchanged on the Internet; and the collection of information on citizens without their knowledge. It argues that the considerable variations in the Danes’ attitudes towards the three types of surveillance may be explained by the different types of exposure they entail, as well as the privacy norms associated with each.