There are places in the U.S. where it is illegal to wear a ski mask in public. It is also illegal to wear any mask while giving a speech as a reaction to the Ku Klux Klan. I don’t know how these laws are written, but I assume there are reasonable exceptions written in, such as for skiing or just for very cold days. I hope an arrest for wearing a mask on Halloween would result in firing the arresting officer.
There are countries that are considering banning veils covering the face. Although this law is considered anti Muslim by some, this does not have to be viewed as a religious issue. Public safety is partially dependent on our ability to identify people. Security cameras are routinely used to fight crime. Giving a segment of the population the ability to move around without being identifiable, violates the rules that were in place long before 9/11 generated anti Muslim sentiment.