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The debate about online privacy gives testimony of Web users' concerns. Privacy concerns make consumers adopt data protection features, guide their appreciation for existing features, and can steer their consumption choices amongst competing businesses. However, approaches to measure privacy concern are fragmented and often ad-hoc, at the detriment of reliable results. The need for measurement instruments for privacy concern is twofold. First, attitudes and opinions about data protection cannot be established and compared without reliable mechanisms. Second, behavioural studies, notably in technology acceptance and the behavioural economics of privacy require measures for concern as a moderating factor. In its first part, this paper provides a comprehensive review of existing survey instruments for measuring privacy concerns. The second part focuses on revealed preferences that can be used for opportunistically measuring privacy concerns in the wild or for scale validation. Recommendations for scale selection and reuse are provided.