I am not a lawyer, so use this comment as it is, but as a Spanish amateur photographer I have tried to stay informed about the laws in my country:
Here, almost everything than can be seen from a public space can be photographed; the only exception are special buildings when there is a security concern (think a police station), or when people is expected to have some privacy (think someone's bathroom visible through an window). Now, the restrictions are on the uses of such photographs: while journalistic uses (think a newspaper) are free (and that includes celebs, as Rob pointed out), commercial uses (think advertising) require an authorization from anybody identifiable in the photograph; pretty much what Michael wrote.
There is also a law which states that anything visible from a public space automatically loses its copyright; this way, a statue can be photographed and the photograph distributed, without having to pay to the sculptor. However, there is the case of a town hall that has trademarked a building (Ciutat de les Arts, in Valencia), so a commercial use of the image of such building is prohibited (personally, I am not sure if that prohibition would stand in a court).
Here in Barcelona, a commercial rig on the street with a tripod, or lights, etc. requires (paid) authorization; the official reason is that such rigs can cause an inconvenience to other citizens and must be regulated, but there is an obvious monetary interest.
Finally, if the act of photographing somebody or something is illegal, then the photograph is an evidence of such crime; and by deleting the photograph another crime is being committed. Only a judge can tell a photographer to delete a photograph, and I have never heard of such thing happening: usually he is only prohibited from using a photograph, but nothing else.
