Employment Law Questions? Ask an Employment Lawyer.
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This is a clear invasion of privacy which would allow you to have a cause of action in a lawsuit against your employer. Basically, you would need to sue the employer for intentional infliction of emotional distress.
Outside of the court system, there is really no one else you can report the conduct to unless you want to file a police report. The police may or may not investigate the crime, but rather might consider a civil matter that you need to pursue privately. You should try contacting an employment attorney in your area who can look at the facts of your case and determine whether it is worth it or not to bring the case.
In addition, you may want to speak with the HR department about the invasion of privacy if you want to get the issue resolved without involving the legal system.