First off, I wouldn't be too concerned unless they are actually filming in a Window while hovering over your property. The thing is, these things make lots of noise, so this isn't a stealth copter that can hover right outside your window. And, as others have pointed out...most drones can take video or pictures just like people on the sidewalk or an airplane/helicopter or from a hill nearby with a good telephoto lens. Hobby drones really aren't very good at "spying" on people because of the noise and how obvious they are. If they are higher altitude, you might not see or hear them....however they won't get much detail anyways.
I fly drones, and am prepared to pay for any damages I cause.
To the previous poster, I wonder how you would feel about shooting down a helicopter that was hovering 700 feet above your property for 10-15 minutes. Would you shoot it down? Same laws that would lock you up in jail for doing that also apply to drones. It would be better to call the police and have them deal with it.
Here's about the highest quality video you can get. I had the permission of the houseowner to fly over her property.