Social media pose a privacy paradox: Most users indicate that they are concerned about their privacy, yet they share personal information widely on social media platforms. The affordances of social media (connectivity, visibility, social feedback, persistence, and accessibility) and their ability to enhance social communication and interpersonal relationships help to explain their attraction for users. At the same time, the risks to privacy are real and serious. We review privacy issues in a variety of domains of social media use including friendships, romantic relationships, parental, workplace/professional, and therapist/client. Resolving the privacy paradox and fully protecting privacy will likely require changes in laws, technology, and individual and social practices. These changes are worth pursuing so that people can reap the benefits of social media use without losing the many benefits of privacy.