Not in the US. You can report it to the police and the FAA, but it’s a federal felony offense to shoot down any aircraft, regardless of whether it’s a $100 drone or multi-million dollar full on airplane. But like the other poster said, voyeurism and harassment laws still apply. And also, if the pilot is out of sight of the drone, that’s a hefty FAA violation (assuming they don’t have a specific FAA waiver that’s hard to get) and something you can report.