Curious, inquisitive, prying, snoopy, nosy are comparable when meaning interested in finding out or in a search for facts that are not one's personal concern.
Curious need not imply objectionable qualities such as intrusiveness or impertinence, but it suggests an eager desire to learn, especially to learn how or why things have happened or are happening.
Inquisitive implies habitual and impertinent curiosity and usually suggests the asking of many questions regarding something secret or unrevealed.
Prying adds to curious and inquisitive the implications of busy meddling and of officiousness.
Snoopy and nosy are somewhat informal terms highly expressive of contempt.
Snoopy adds to prying suggestions of slyness or sneaking. Nosy suggests the methods of a dog pursuing a scent and implies a desire to discover the ins and outs of every situation that arouses one's curiosity.