I have to say it really depend on the Country.
In Europe scanning around is in the most country total illegal. I know UK is different.
Here in Austria Scanning is 100% illegal. Even Air or (River) Ship Band.
In Italy, scanners and scanning are totally legal, and it is not even required any license.
Nonetheless, my sister believes I am a spy.
There is still a great ignorance between the commoners, and deep incompetence between
the law enforcement officers, thus it would be better to get an Amateur Radio Operator license, as some
Italian hams advice, in order not to be questioned if some moron believes that a handheld receiver is
something suspect...