Yeah... if you'd get a Radio and started to talk on their frequencies they'd track you down... and then there's something against that... But if you get a trunking scanner you can listen in all you want (US anyways)... my family, my dad's an EMT and firefighter, 1 brother is an EMT and another one is a firefighter... so we have one in hour house... but then I know a lotta people that have one just because they can.
link for scanners