What are, and what should be, the boundaries between self and society, individuals and groups? To address these questions, we synthesize research on privacy that is relevant for two foundational sociological issues: social order and inequality. By synthesizing work on a narrow yet fundamental set of issues, we aim to improve our understanding of privacy as well as provide a foundation for understanding contemporary privacy issues associated with information and communication technology. We explore the role of privacy in maintaining social order by examining the connections of privacy with social control and with group cohesion. We also discuss how inequality produces variation in privacy and how this variation in turn contributes to inequality. Throughout the review we identify potential directions for sociological research on privacy generally and in the context of new technologies. Our discussion highlights implications of privacy that extend beyond individual-level concerns to broader social, structural impacts.