In the United States there are certain personal questions that cannot be asked during a job interview or on a job application.
You probably won't get illegal questions but you should be aware of issues relating to job discrimination. In general, questions should only pertain to legitimate job requirements. This is not necessarily true outside of the United States, however. If you are interviewing abroad, these questions may be customary.
An illegal question is one for which the answer could be used to discriminate against you. These include questions about your age, gender, disabilities, marital status, race/ethnicity/country of origin, U.S. citizenship, and religion. In New York State you cannot be discriminated against because of your sexual orientation but in some states it is legal.
When you encounter one of these questions it is best to try to answer the intent of the question. For example:
Q: Are you a U.S. citizen?
A: If your concern is whether or not I am eligible to work in this country, I am.
Q: How old are you?
A: I am over 21, if that is your concern.
If you are not sure what the intent is, ask. There could be a legitimate, job-related reason of which you are not aware. Jobs requiring security clearance may require that you be a US citizen. It is also important to not assume that someone is trying to discriminate against you. They may be making small talk and not realize they are asking an inappropriate question. If the interviewer is not a manager, he or she may not have been trained regarding inappropriate questions. If you are not sure how to respond, you can try saying, "That's a very personal question," and then change the subject.