As SirMoby says, they all differ, however all those I have used (2 American, 3 European) do state that the privacy protection is only to protect you from spam, hate mail, etc. and that they will not withhold your info if it becomes a legal matter. I believe (but check this before acting on it, because it is years since I was told this and things change) that in a legal matter no domain seller will keep your details private because they would loose their right to register domain names if they did.
If you really want anonymity, you need a good fake ID, preferably in another country.
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