Sqeise is right.
It's illegal in New York, unless you have the right credentials.
397. EQUIPPING MOTOR VEHICLES WITH RADIO RECEIVING SETS CAPABLE OF
RECEIVING SIGNALS ON THE FREQUENCIES ALLOCATED FOR POLICE USE.
A person, not a police officer or peace officer, acting pursuant to
his special duties, who equips a motor vehicle with a radio receiving
set capable of receiving signals on the frequencies allocated for
police use or knowingly uses a motor vehicle so equipped or who in
any way knowingly interferes with the transmission of radio messages
by the police without having first secured a permit to do so from the
person authorized to issue such a permit by the local governing body
or board of the city, town or village in which such person resides,
or where such person resides outside of a city, or village in a
county having a county police department by the board of supervisors
of such county, is guilty of a misdemeanor, punishable by a fine not
exceeding one thousand dollars, or imprisonment not exceeding six
months, or both. Nothing in this section contained shall be
construed to apply to any person who holds a valid amateur radio
operator's license issued by the federal communications commission
and who operates a duly licensed portable mobile transmitter and in
connection therewith a receiver or receiving set on frequencies
exclusively allocated by the federal communications commission to
duly licensed radio amateurs.
.