This is too funny... I just had this experience a few days ago. As I was trying to locate neat sites to take pictures of for the 'Assignment: Construction' I remembered that the local mall was adding some new stores. So I drive over and pull into a cove and with my window rolled down and sat in my truck taking pictures. When I pulled up I had noticed that there was a 'rent a cop' (no offense) car sitting there and I could hear the guys talking, but they weren't visable at that point and I didn't think much about it.
I had just finished reading an online photogtraphy lesson that day and was concentraining on the lines and so on trying to get a good frame and snap a picture. After the flash went off I heard, "what was that?" Next thing I know here come the 2 rent-a-cops telling me that I wasn't allowed to take pictures there because the construction outfit who was doing it was concerned about confidentiality and copyrights...
Jeez - I explained what I was doing, and they were very nice to me, but they still made me delete all my pictures... I had taken some pretty cool ones too!