As smart home devices proliferate, protecting the privacy of those who encounter the devices is of the utmost importance both within their own home and in other people's homes. In this study, we conducted a large-scale survey (N=1459) with primary users of and bystanders to smart home devices. While previous work has studied people's privacy experiences and preferences either as smart home primary users or as bystanders, there is a need for a deeper understanding of privacy experiences and preferences in different contexts and across different countries. Instead of classifying people as either primary users or bystanders, we surveyed the same participants across different contexts. We deployed our survey in four countries (Germany, Mexico, the United Kingdom, and the United States) and in two languages (English and Spanish). We found that participants were generally more concerned about devices in their own homes, but perceived video cameras—especially unknown ones—and usability as more concerning in other people's homes. Compared to male participants, female and non-binary participants had less control over configuration of devices and privacy settings—regardless of whether they were the most frequent user. Comparing countries, participants in Mexico were more likely to be comfortable with devices, but also more likely to take privacy precautions around them. We also make cross-contextual recommendations for device designers and policymakers, such as nudges to facilitate social interactions.