One dad's account of getting pulled over by cop for walking with his kid, from the always-excellent Free-Range Kids blog:

[My youngest daughter and I] were walking to the library together, and she was holding my hand and trying to pull me into telephone poles and whatnot as we walked, which is a silly game that she enjoys. Suddenly a police car pulled up beside us, lights on and everything. The cop gets out of his car, says "Sir, please step away from the child," then proceeds to crouch down and ask her if "everything is okay."

After re-asking a few times, getting a more and more nervous "yes" each time, he stands up and informs me that someone had called 911 reporting what looked like a young girl being abducted. My daughter and I both explained what was really happening, and not only did he not even apologize, he chastised ME for not being, and I quote verbatim here, "More thankful someone was watching out for my daughter."

We did eventually make it to the library and home, but it has made me slightly more cautious and watchful whenever we walk places.