What do you do when your parents are so overprotective and they go through your things?

If it is safe to do so, try talking to them about how this affects you and makes you feel. Depending on your age, you should have increasing privileges around privacy. If they are not open to discussion, I guess just be careful about what they might find. Also understand that they are probably just concerned about your safety, even if they are going about expressing that concern in the wrong way. Hopefully you can have an open conversation with them and create some rules.

Ask them to respect your privacy and communicate first with you. Discuss mutual trust/how to achieve

I try to understand where they are coming from. Sometimes I can come up with a compromise but if not then I remember that they are only doing it to protect me and they love me. I really understand what you are going through. I try to remember that one day, I will move out and be able to control more, but for now, I just have to obey them. Sometimes, I will try to give them a list of good reasons why I should be able to have some privacy and freedom, and this requires a lot of effort but if they don't understand, its alright. This can be tried again and hopefully they understand.