Not that I personally have had brush-ins with law enforcement, but i know several local cachers who have.
There is a park in very close proximity to my house. It's basically comprised of baseball fields and soccer fields, you know, somewhere for all the little-league games to take place. The thing is, however, the surrounding neighborhood is not too savory, and so it is very freqently patrolled by law enforcement to prevent druggies from taking over the soccer park.
There was a series of caches, ten I believe, placed in the park. It doesn't help that they are near things like electrical poles that are fenced off, air conditioning units... Naturally, it looks suspicious. One cannot begin to count the number of times innocent cachers have been pulled aside for looking around a little TOO much. xDD