NY state and perhaps others have radar detector prohibition for commercial vehicles. I believe Virginia has never taken their law "all the way" (i.e. Supreme Court) as it is most likely unconstitutional. But who would pay to fight all the way?
In Canada, radar detectors were illegal (last time I checked) in five provinces and legal in the other five. Mostly illegal east vs legal in the west. Quebec is the harshest - many stories of "allowing" tourists to drive off without a ticket after carefully placing their detector under a tire! There are radar detector detectors, cloaked detectors, VG-2-invisible.. on and on. It's arms proliferation, for sure. I have always felt that since "the airwaves are public property in Canada" it should be illegal for the governemt to tell me what "radio" I can "listen" to. Again - big bucks for a Supreme Court challenge.
(The Act declares that the airwaves are public property, and that the programming of the Canadian broadcasting system is a public service.)
Public Notice CRTC 1993-78
In the UK, detectors are still technically legal but a bill is waiting approval that will change that and make them illegal. That's probably irrelevant, though, as 99% of UK speed enforcement is fixed cameras (mostly rear-facing Gatso-type, but increasingly forward-facing digital average speed systems).
By law the cameras have to be visible, and since the locations are 99.9% fixed (there are some mobile vans) every GPS sat-nav comes with the locations preprogrammed (you can subscribe to monthly updates). Plus you simply learn where your local cameras are. So mostly they catch tourist (from the next county :-)
Most "active" speed enforcement in the UK (what little there is) is done by police patrols (Shock! I saw one just last year.) and fixed laser setups ("campaign enforcement"). You know how well laser detection works... oops. You're nicked!
My experience in the US is that a well-run speed enforcement program is nothing to fear, but many of the County Mountie crew like to go cherry-picking and you need to watch them. They know the spots where people tend to speed (often due to unrealistic speed limits) and hang out there. Recently, in Maine, I had to drive Rt 1 (in my 2005 PT Limited Turbo) late at night. I drive this road all the time but I was amazed how many speed traps had been set up at night. Sheriffs' cars parked in used car lots with the lights off, etc. My Passport was lit up the whole way.
This is where a detector comes in handy. A smart officer doing his/her job will still be able to catch wanton speeders, but the lazy ones who cruise around with their radar on constantly or sit in a hiding spot reading a book and then look up when the preset buzzes you can avoid with a detector. And that's most of them, unfortunately. Note there is a new almost-undetectable super-short instant radar out there. But again, too much work for most local LEOs. They prefer trolling.
In France detectors are very illegal - cops stand at tool booths and look on the dash of foreign cars. Very big fine. Must be a French thing... Also fixed speed cameras now in France.