Only once (if I remember correctly), in Canary Wharf, London - I was setting up lighting stuff around a model, when security guys came asking for a permit. They insisted the whole Canary Wharf was private area and commercial photographers needed a permit. There was no point in explaining the shooting was not commercial, because it might look like (for people who hadn't seen a real commercial one). We moved a bit...

BTW: public vs. private is not always the right question: a space might be private (i.e. privately owned) and public (accessible for all) at the same time; or public (i.e. owned by state, municipality or so) and private (you should not enter uninvited). We should also remember that the law is usually internally inconsistent, and there are rules how to deal with this (e.g. 'lex posterior derogat legi priori', 'lex specialis derogat legi generali', hierarchy of acts and so on), and flocks of lawyers get hefty money doing this. Also (almost) no right is absolute, including freedom of expression.

On the other hand, today's obsession with privacy is somehow sick and it seems media driven; the same media that violate privacy the most.