The ways in which privacy is defined, perceived, and enacted are contingent on cultural, social, political, economic, and technological structures. Privacy research, however, is often conducted in settings that do not account for variations in how privacy is perceived and enacted. A comparative perspective explicitly addresses this shortcoming by requiring the contextualization of privacy through investigating structural similarities and differences. This paper outlines a comparative privacy research framework, which proposes five interrelated structures (cultural, social, political, economic, and technological) as fruitful units of comparison and disentangles how these structures affect and interact with privacy processes at the micro-, meso-, and macro levels. We conclude by proposing a comparative privacy research agenda, which acknowledges the embeddedness of privacy in such structural settings, and informs efforts to address privacy as a valued outcome through policy formation, education, and research.