The legality depends on what state you are in and what county. In California, car police scanners are legal everywhere except Los Angeles county, which, of course, is the highest crime county in the state. But, there is an exception made if you have a ham radio license. I dunno, maybe they think hams won't commit crimes and listen in on the police, whereas non-hams will. So I would check what the laws are for the county you are driving in. Even then, I would keep the scanner under the seat, and have an audio kill switch if you are stopped. Or at least put the scanner under a magazine or something so it isn't obvious. It might be legal, but that doesn't mean they won't hassle you.
From a police perspective, it's really embarassing to hear all the calls coming in about things like shoplifting. "The store wants to prosecute.". Yeah, we know what THAT means. I chatted with an officer about shoplifting going on at the store he was at (Walgreen's) during a shoplifting incident. He was proud that our city wasn't as bad as the city next door. Um, well, it may not be as bad today, but check back with me next year. Crime spreads from high crime areas to low crime areas until they too, are high crime areas. It's like metastatic cancer.