There have been many reports of drones being shot at by people who believe they are being spied on. An article in Slate by Faine Greenwood explains why shooting at drones is both misguided and dangerous.
The first reason is that shooting at drones endangers everyone in the vicinity. There is a chance that the drone, if damaged, may collide with someone on the ground. There is also a chance that stray or falling ammunition may hit somebody.
The second reason is that it is very unlikely that the drone represents a danger to privacy. Typically, drones are used to photograph or explore local scenery or events rather than to peep through people's windows or into their backyards.
Both points are well taken. If people feel that a drone is invading their privacy, then a call to the police would be a better response than taking potshots.
These issues exemplify the fact that drones are a new thing and that they work in a way that makes people feel vulnerable. Until now, walls and fences have typically enabled people to attain the privacy they would like on their own property. However, the way that drones work negates these familiar responses. Frustrated, some resort to extreme measures.
More experience with drones should help. If people's worst fears are not realized, then they will become more accepting of innocuous drone behavior. If drone pilots take care to obey whatever laws develop to balance their privileges with those of others, then people will feel more comfortable with the social contract between them.
In the meantime, some drone etiquette may help. Knocking on people's doors to let them know about a planned drone photography session should ease fears, and create goodwill, for example. Then, alarmed onlookers would be less likely to resort to vigilante justice.