It depends entirely on what you want it for. Is it:

1. To avoid taxes
2. For investment purposes
3. To hide it from the wife
4. Other

Do you want to know the legal aspects? What the cops can check up on? What jurisdictions have policies not to give out information? What jurisdictions actually don't give out information? How secure your money is in various places?

You need to be more specific man. If it's 1, talk to a good financial advisor, the world has changed since 9/11 and privacy has gone down the toilet. A lot of what applies is specific to what country you live in. For example, the U.S. can access many banks that other countries can't. Since 9/11 they made access to foreign's banks account records a condition of doing business, and squeezed those that wouldn't comply using various means, which means it's very hard to get privacy if you're in the U.S. with an offshore account.