It's also illegal to profit from information you hear on scanners. For example, monitoring cell phone frequencies and using a credit card number you intercept. Although that's illegal in a bunch of other ways. Monitoring the door code a fire department dispatcher relays to a firefighter in the field to gain access to an apartment building, then going to the building and accessing it yourself using the code you intercepted. That would be bad.
Related: Secretly TRANSMITTING someone's conversation. Also illegal. Colorado is a "single-party consent" state. Meaning you can TAPE a conversation as long as one person in the conversation knows it's being taped. However, I myself acting in a news gathering role can not have a reporter walk up to someone with a wireless, somewhat inconspicuous lapel microphone and "interview" them without them knowing their voice is being TRANSMITTED to a receiver on a camera. Do the same thing with a tape recorder and you're fine. That's why newspaper reporters have it so easy. You don't even have to know you're talking to one as they gather information.
I went down to a space shuttle launch in August of 2005 with my 296D. I didn't learn until I got back to Colorado how different Florida's laws are concerning scanners. I could have very easily lost it / been arrested had I run into a sufficently bored or anal law enforcement officer. I made no attempt to hide it as it was hanging on my belt...
Rob