Most people when asked about the mass collection of data by corporations and governments feel, as in the title of the film, that they have nothing to hide, and therefore nothing to worry about. We may feel we have nothing to hide but does that mean we are OK with people having access to our every movement and inspecting all our thoughts and communications? Because that is what is entailed.
There is another aspect to this also, as Edward Snowden says, being unconcerned about privacy is a deeply antisocial attitude, because there are people whose lives are threatened because they can't keep their activities private, and privacy should therefore bother us all. This is illustrated throughout this documentary by the sorts of people who are shown as having been surveilled: whistle-blowers, activists and people even vaguely connected with them.
The film was made by Marc Meillassoux and was crowd-funded rather than produced by a TV network in the usual way. The film is shot in Europe and the USA, and has interviews with people working with the Tor browser; hackers from various backgrounds; whistle-blowers like William Binney and Thomas Drake; as well as people working in data protection agencies.
The picture they paint is really quiet scary, because – as is demonstrated in the film – it is possible to build up a pretty complete profile of someone simply by watching their browser and phone metadata, and compiling and analysing it. As is repeated throughout the film: even if what you are doing now doesn’t worry you because you trust the government, would you want that sort of data being available to, let's say, a fascist or other totalitarian government at a later date? If not, you had better be concerned about privacy.