DVGuru had a link to an informative and useful document for photographer's (videographers should fall under this protection) which outlines your right to photograph images in public.

I am reminded of this as I saw building security for a Wall Street financial firm yell at a tourist not to photograph their building, this even though they were across the street and on public property. In New York City as with most cities rules for video production usually require you to obtain a permit if you are shooting with a tripod.

Link to the New York City Mayor's Film Office