It is also the wrong question. In practise (as shown by the snowden revalations) the actual question is not if the secret services comply with the law — it is whether the law complies with the secret services.
In most nations where illegal practises came to light these illegal practises have been legalized after the fact. The breaches of fundamental laws that happened before have gone unpunished.
So to say secret services comply with the law is really a bit rich, given that when they don't law is usually adjusted to fit their behaviour with no punishments for any wrongdoing.