If the information you are scrapping is from publicly accessible websites then you should not have to worry about it.
For example if you scrape data from IMDB about actors and their biographies then you should not have any issues.
However if you are scrapping Social Security Numbers or Bank Account numbers or any other sensitive material that is you have paid for through a service or are finding on some random Obscure site then you will have a huge problem.
Also publishing any information obtained by a service that you have payed for can possibly land you in legal trouble for example MIT boy Aaron Scwartz. The Internets Own boy co-founder of Reddit. https://www.youtube.com/watch?v=2M0GQww1GoY. He had copied from JSTOR books and published them on his website. He wanted to make this public accessible to the hence the public. Well JSTOR foundout and had him put in prison and considered him a criminal. Just to explain what JSTOR is really quick is the online database for scholarly articles, books, magazines and much more. It is highly copyrighted and step on that copyright you are in for a huge legal battle and possible jail time or imprisonment.
Certain data that is off limits is Personal Medical Info, SSN, Medical Reports, Financial Identifications, Academic Records, PCI data, IP Addresses and much more.