An belief based on anecdotal evidence: Ray Bradbury and Oriana Fallaci (both writers) have attempted to just go for a walk in Los Angeles.

Each were stopped by the police, who were quite suspicious of this activity and asked questions like:

In the end, the police compelled them to get in the police car so that they could take them somewhere.

Bradbury wrote a short fictional story based on his experience. He confessed to Fallaci that it had actually happened to him.