If the interrogation is within families, it can be handled, sometimes by the monosyllabic answers, I had to do that with MIL.
MIL - I rang earlier and there was no reply.
me - Yes we were out.
MIL - Where were you?
me - I've just told you we were out.
MIL But what were you doing?
me - I'll just get DH, hang on... DH was already primed to not feed the gossip because it would be relayed to all family members within the hour.
Not only is it intrusive, it can be upsetting for someone who wants to tell you their good news in person but then finds out Megaphone Mouth MIL got there first.
DN, Hi, I'm ringing to...
Me butting in enthusiastically - Oh, wow, congratulations on your excellent degree results, waffling on and on about being proud etc.
DN, very disappointed voice - Oh, has Gran phoned, I wanted to tell you myself.
It really upset him 
I rang MIL later that evening and let her know how it had upset DN, told her it's not her place to distribute everyone's news and she should ask if people want it broadcast or if they want to let family know themselves.
This sort of stuff from neighbours really gets up my nose more than with family. I detest gossip, it's at the least inane and at its worst destructive. I have the dubious pleasure of living next door to the nosiest gossip on the planet, her conversations are very much as Golden wrote, followed by a barrage of questions so she can add to the gossip about you to her monologue of gossip when she scuttles off to see the next person. Fortunately, practise over the years with MIL has let me be non-committal to any of her interrogations.
Oddly enough, whenever her name is mentioned, the very next words out of someone's mouth are always 'oh that nosey parker.'