If you try the command “traceroute” (under windows, called tracert) you will see a lots of network elements between you and the target host. An interception could happen in every location. If you are using some attack tool like airsnort, ettercap, or simple analysis tool with promisc mode support (wireshark, dsniff) you are sniffing in your LAN. Your LAN, is either the first hop for the outgoing session and the last hop for the incoming sessions.
The image showed is useful because it shows how many hops will separate two hosts in Internet. Every hop will be monitored, every nation will have different law, and if you get passively sniffed will never be notified to you.