IANAL, but: It's easy, "Just Say No." If they really want the information, they'll get it somehow or refuse you employment, at which point they may open themselves for a lawsuit involving discrimination based upon race/sex/creed and/or privacy violation and/or libel and/or slander, which will net you more money than if you had accepted the job in the first place. If everyone in an industry begins to refuse you based on your privacy standards, you may be able to sue based on suspicion of collusion.
On a humorous note, if personal lives are a deciding factor in whom a business chooses to employ over and above other, skills-based qualifications, the job you are applying to is likely very easy, and thus the kind of job that robots will be doing soon.
On a humorous note, if personal lives are a deciding factor in whom a business chooses to employ over and above other, skills-based qualifications, the job you are applying to is likely very easy, and thus the kind of job that robots will be doing soon.