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.
New drones being sold in the USA are equipped with something called remote ID. In theory, it enables law enforcement to wirelessly identity the drone, who it’s registered with, and where the pilot is standing. This is very new though, and very few, if any, police departments have the tools needed to make use of it. It’s also possible to read remote ID from phones, but without the database, it only gives you so much info. Owners of older drones are supposed to attach a remote ID module to them in order to maintain legal flying, but someone being voyeuristic with their older drone probably isn’t following the rules.