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Considering the example of LD_LIBRARY_PATH (which determines where to look when loading libraries), does each process get a private copy of this? If some process (application) were to modify it, is it reflected everywhere?
Environmental variables are set on a per-process basis. So, yes, each process has a private copy and another process modifying LD_LIBRARY_PATH will not affect your own one.
However, your shell process will probably keep a list of environment variables that it sets for all its spawned child processes by handing over the array of variables and settings to these processes at startup time.