It's Perfectly Legal To Film The Cops

http://www.nydailynews.com/new-york/nypd-cops-told-memo-filmed-article-1.1898379

“Members of the public are legally allowed to record police interactions,” the memo states. “Intentional interference such as blocking or obstructing cameras or ordering the person to cease constitutes censorship and also violates the First Amendment.”
Cops can take action if videographers and shutterbugs “interfere with police operations,” the memo notes.