Privacy is a fluid concept. It is both difficult to define and difficult to achieve. The large amounts of data currently available at hands of companies and administrations increase individual concerns on what is yet to be known about us. For the sake of penalisation and customisation, we often need to give up and supply information that we consider sensitive and private. Other sensitive information is inferred from information that seems harmless. Even when we explicitly require privacy and anonymity, profiling and device fingerprinting may disclose information about us leading to reidentification. Mobile devices and the internet of things make keeping our live private still more difficult. Agent technologies can play a fundamental role to provide privacy-aware solutions. Agents are inherently suitable in the heterogeneous environment in which our devices work, and we can delegate to them the task of protecting our privacy. Agents should be able to reason about our privacy requirements, and may collaborate (or not) with other agents to help us to achieve our privacy goals. We are presented in the connected world with multiple interests, profiles, and also through multiple agentified devices. We envision our agentified devices to collaborate among themselves and with other devices so that our privacy preferences are satisfied. We believe that this is an overlooked field. Our work intends to start shedding some light on the topic by outlining the requirements and challenges where agent technologies can provide a decisive role.