I was shocked to hear from a friend how every popular webmail was blocked inside his workplace. Not only that: Their corporative email was randomly read to ensure the good utilization of this resource.
Aside from never wanting to work for such kind of employer (I am also against massive blocking of instant messaging by the way, but at least that is open to debate), I questioned the legality of their surveillance. I thought it was not legal, but I'm not a lawyer, and some googling showed me that there are countries where it is accepted.
Sources (in spanish):
Resolution of Direccion del Trabajo CLCert article