I would say that if you are married and there are quite a bit of common assets like homes, boats, cars, artwork, I would say get a GREAT P.I. and then get an even better divorce lawyer.
I don’t think it is ever ‘illegal’ to get a registered P.I. to investigate anything. They do have to work within the law and be licensed by some government body, but some areas are more strict than others, I think. Perhaps, like bounty hunters, there can be some rather less defined areas where it might be legal, but is it moral or fair.
If I tried to do this, I would have to hire a P.I. that could cover several continents over a few months period. (This month, China and Brazil… just for starters) Impossible. I actually had a really upsetting nightmare the other night. Yuck. Trust or not caring quite so much is definitely required in any long term arrangement you may have with a S/O.