Have you contacted your local police yet?
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The answer varies state by state. Sometimes there are particular statutes or doctrines that address this kind of issue. Often, there isn't a violation without some kind of publication of the private information/images.
If this is becoming threatening or significantly intrusive, I suggest that you consult with a local attorney. You will need to provide more information ,such as how frequently this is occurring and whether the neighbor is publishing the video anywhere.
This is an extremely state related issue. Each state differs. I'm sorry that I don't know about Kentucky, but the general rule is that 'yes' it is a civil and criminal issue. Most jurisdictions hold that there is a reasonable expectation of privacy inside out homes. The videotaping of your actions in the house is bad. If you have proof or have witnessed it, call the police. Virtually all states have 'peeping Tom' laws prohibiting this.
The recommendations in this answer are not considered legal advice for the purposes of ethical, legal and practical evaluation, nor does this recommendation create a retention of counsel agreement between us, wherein an attorney-client relationship exists. These recommendations should never be relied upon without first consulting an attorney in your jurisdiction. I am not your attorney, unless we enter into a written agreement fulfilling the terms of that agreement. The comments posted herein are purely for educational purposes and public discourse only.