I get prescriptions at a well known pharmacy not named Walgreens as it is the closest to me. I don't know what their policies about this kind of thing are.
I'm not mad at the people who work in my pharmacy and do not say this in order to try get anyone trouble, but I do find it a bit disturbing that they do tend to loudly talk about the name of the drugs people are purchasing. "Are you here for the [insert drug name]?" kind of thing. Again, I'm not mad and not trying to get anyone in trouble, but generally it's a kind of a bad practice.