While privacy perceptions and behaviors have been investigated in Western societies, little is known about these issues in non-Western societies. To bridge this gap, we interviewed 30 Google personal account holders in Saudi Arabia about their privacy perceptions and behaviors regarding the activity data that Google saves about them. Our study focuses on Google's Activity Controls, which enable users to control whether, and how, Google saves their Web \& App Activity, Location History, and YouTube History. Our results show that although most participants have some level of awareness about Google's data practices and the Activity Controls, many have only vague awareness, and the majority have not used the available controls. When participants viewed their saved activity data, many were surprised by what had been saved. While many participants find Google's use of their data to improve the services provided to them acceptable, the majority find the use of their data for ad purposes unacceptable. We observe that our Saudi participants exhibit similar trends and patterns in privacy awareness, attitudes, preferences, concerns, and behaviors to what has been found in studies in the US. Our results emphasize the need for: 1) improved techniques to inform users about privacy settings during account sign-up, to remind users about their settings, and to raise awareness about privacy settings; 2) improved privacy setting interfaces to reduce the costs that deter many users from changing the settings; and 3) further research to explore privacy concerns in non-Western cultures.