I have an account with a bank that I closed many years ago. I'm not sure if they still have my personal information on file or not, but is there a way to request that they purge ALL my information? Do they legally have to comply?
Even if there was a data protection law like the European GDPR, that's not going to require banks to erase information about accounts you've had in the past. Banks are generally going to be legally required to retain information about their customers. If you received interest, for example, the bank reported that interest to you and the IRS at tax time and needs to retain that information for a number of years. There are several hundred additional regulators (state and federal) that have their own set of regulations for how long banks are going to be legally required to retain information depending on various factors. Banks have entire departments that synthesize thousands of pages of regulations into data retention policies that get applied uniformly.
Even if each of these regulators approved removing your information, there are likely to be practical reasons that is impossible. If there were transactions that moved money from one account to another, particularly if the other account is still active, they're going to need to retain information about your account. Otherwise, someone's account is going to show transfers to/from
unknown account which would be a problem.