The issue of photographing in public keeps cropping up each day and big media only ever try to sensationalize stories, never taking a responsibility to actually inform readers. They never bother to provide a ‘know your rights’ bit that would easily clear up the situation for the general public (I’ve never seen it in the UK anyway).
I came across this site that has links to the laws regarding the act of filming in public. If you didn’t know them then this is a good time to learn them. There is plenty of misinformation coming from officials if they stop you*, if you’re armed with the knowledge, they haven’t got a leg to stand on nor be likely to stop anybody again as it will make them think twice. Just because they don’t like it, doesn’t mean its illegal.
For the UK, section 44 and section 60 are relevant.
There is this video as well showing if you are informed, the police or the security guards can’t do anything. But in any case, please show respect if you are in such a situation.
* It was said to me that I needed to get *every-bodies* permission if I take a photograph in a public place (think of the logistics involved!). This was after the City official tried to tell me I needed to get a permit to photograph in a public space first.