You are an Enigma to your target. This is really disconcerting. When we started ghosting the Federal Reserve Building at 33 Liberty Street in Lower Manhattan in early May, there were no guards outside of the building and no city police in sight. By the time we got around the building once, all three entrances were flanked by the Fed's own force. We were followed, questioned and even photographed by men in suits pretending to be photographing that dark cavern of Liberty Street.
Chances are they are trying to garner information.
Remember your silence is your strength. Keep the mystery. Then you can talk. Police have the right to ask you for your name, address and a valid I.D, and can detain you if you cannot produce a card. You are not required to answer any other questions.