The large paranoia towards the UK probably stems from "The UK has more CCTV cameras per person than anywhere else in the world" but no ones knows this to be true for certain[1][2].
It may well be true, but don't think that you're being filmed any less in any other first world country. Also worth noting that most of the statistics are based on "per person". There may well be countries with a much higher population and much higher CTTV camera count.
1. https://www.whatdotheyknow.com/request/cctv_cameras_per_capi... 2. http://www.standard.co.uk/news/uk/spy-britain-six-million-cc...