If you are looking for the word "privacy," you're righ. If you are looking for the concept of privacy, tthere are several places.
The Supreme Court has ruled that the 3rd amendment is an implied right to privacy in one's home by virtue of prohibiting the quartering of soldiers (government agents) during peacetime. This has become more relevant today from discussions that Obamacare and OSHA give the government the right to inspect your home at any time for health and safety reasons.
And, of course, the 4th amendment is about being secure in one's person and documents, meaning that the government can't search without a warrant based on probable cause and a description of what and where to search.
The 5th amendment protection from self-incrimination and presumption of innocence is a form of privacy in that the government must find evidence of your guilt without storm-trooping into your home to do it.
-PJ
Yet when it is time to collect the income tax where is your right to privacy?