“Give me a good reason why you’re filming around.”
BakelBlog discusses some of the filming restrictions proposed in the UK and the resulting reactions of “community support officers” when folks try to film in public streets.
The same issues are cropping up here in the U.S. and just to recap regarding U.S. law: you can film in a public place but not in a private place. You have no expectation of privacy in most public places, although you can have an expectation that you won’t suffer privacy invasion (i.e. someone won’t take upskirts of you on the bus). There aren’t many exceptions to this law but private locations, including building frontages, are sometimes considered private property.
Update: Looks like the guy was fishing for trouble.