The adoption of smart devices in homes is rapidly advancing, and information on our daily routines and activities is collected, processed, disseminated by these devices in order to function. People have specific ideas as to which, when, why, and how information on them may be collected and used. They feel infringed in their privacy if data collection practices deviate. To address this issue, we suggest a roadmap of future directions and research methods for privacy research on smart homes. We systematically review privacy-related papers to identify research gaps, reflect on methodological choices, and propose research designs to fill these gaps. Our key conclusion is that privacy research in Smart Homes needs to be holistic and contextual.