In the UK you have the Data protection act which means unless you did not tick the box ,they can.Local goverment even make money selling our info from our returned forms...unless you ticked the NO box.Basicly always read the small print.
Well they normally can give out information to third parties without your consent and not get in trouble, problem is even if it is illegal to do so to trace who passed your information where is near impossible.
It depends on the laws in your country. Generally yes, they need your consent before giving out your personal information to any other party.