In reply to a post by
ian72:
And if the endpoint of the VPN is in another country then a lot of legal protections such as data protection and GDPR may not apply.
But there is some sates in US that have laws like (lite)-GDPR California Consumer Privacy Act (CCPA).
But there are time that just because of GDPR you are geting blocked. There are lot news sites can not access. You need to use a VPN provider service like NordVPN.
Orlando Sentinel is newspaper that started in 1876, it reports the news in and around Orlando Florida. But because your in UK it is blocked by them because they don't want to deal with GDPR. So to access a legit site which all above board you need to use VPN service. Before GDPR this site was fully accessible to people in UK.
https://www.orlandosentinel.com
Wikipedia: California Consumer Privacy Act