Comment by buzer

Generally speaking it's illegal in EU due to GDPR. The major issue is Article 13. When you obtain personal data directly from data subject (which is what would happen when you record video) you need to give them the information that Article 13 requires.

Basically the only exceptions to this come from Article 23 (which is unlikely to apply) and Article 85. Article 85 covers "journalistic purposes or the purpose of academic artistic or literary expression", but it requires separate law in Member State and these then set out the requirements what actually qualifies under it. The standards for that tend to be much stricter than US' First Amendment (which allows essentially anyone to say that they are press).