This is soo true, a couple of years ago, I was walking to a bus stop, a couple or police cars "hemmed me in" at a gas station just to "ask me a couple of questions" they asked for my ID, ran it, then asked if they could check my bag. "Really? I was just walking to the bus stop"
They searched me, found my pocket knife and my multitool on me and found my balaclava, and my first aid/emergency kit in my bag, they gave me the third degree, asking me why I needed a mask, keep in mind, it is winter, I am walking to a bus stop, it is cold, they asked me why I "needed" a multitool and a knife.
I asked them why they stopped me, they said they had reports of someone similar breaking into cars recently. They asked me my address, I gave it to them, I had just moved the month before to another apartment in the same complex, and they saw the old address on my ID, the address is the same, except the apartment number was like one digit off, so they asked me why I lied to them about address, and I had to explain that too.
Eventually after sitting on the curb for a while with neighbors passing by, seeing me there surrounded by cops, and all my stuff laying across the hood of one of their cars, and I missed my bus, they were kind enough to let me know that I was free to go.