Interesting I dig up a bit for Europe :

France

https://www.mondrone.net/drones/peut-on-abattre-un-drone-au-dessus-de-chez-soi

According to Article L. 6211-3 of the Transportation Code, airspace does not belong to the landowner. Therefore, a drone can fly over your property as long as it does not infringe on your property rights.

The Penal Code, Article 322-1, specifies that destroying a drone is equivalent to damaging someone else's property, punishable by up to two years in prison and a fine of 30,000 euros.

Germany

https://www.gelbeseiten.de/ratgeber/rf/darf-man-drohnen-abschie%C3%9Fen-hier-gibt-es-die-antwort

If the drone flight reaches an intensity that the owner of a property considers a nuisance, this justifies a shooting. This is also how the Riesa District Court saw it, which on 24. April 2019 (file number: 9 Cs 926 Js 3044/19). The facts: A drone flew over a property and followed the movements of a woman and her daughter. The woman's daughter felt threatened by the drone. This flew around at a height of 5 to 15 meters above the two women. The woman's husband first called out to the drone to leave. He also signaled this by clear hand signals. Since the pilot did not steer the drone away from the property, the defendant shot at the drone with an air rifle. After the drone was shot down, it fell from the sky and was completely destroyed. There was a damage of 1,500 euros. The owner of the drone filed a criminal complaint for property damage in accordance with § 303c of the Criminal Code.However: According to § 228 BGB, the man was allowed to shoot the drone. He acted in a state of emergency and averted imminent damage from his family. There was a threat of further images.

UK

https://dronesaferegister.org.uk/blog/is-it-legal-to-shoot-down-a-drone-over-your-property/

You can’t shoot down a drone, even if it is flying over your house or land, not even if you are really unhappy with it being there. There are a number of reasons for this.  If you fire a gun at a drone, even over your property, there is a chance that you might miss and hit something or someone that you didn’t intend to.  If you hit your target, there is a chance that the drone might just drop from the sky and hit something or someone that you didn’t intend it to. Both of these possibilities carry particularly disastrous consequences and somewhat pale beside the legal fact that you could be charged with endangering an aircraft (the same as if you shot at an aeroplane) and face a prison sentence.

Switzerland

https://www.swisslife.ch/fr/particuliers/blog/immo/drones-les-atteintes-a-la-vie-privee-sont-interdites.html

According to legal opinions, it is even permissible to catch a drone in mid-air if it is flying over one's own property. This can be done with a net, a rope or a throwing object, as long as no one is endangered and no one's property is compromised. However, it is forbidden to shoot down the drone with a firearm, crossbow or arrow.

USA, sorry my American-centrism was kicking in, my bad 😉