Get permission or be sorry

In many countries, it is prohibited to simply record everything that happens in front of your microphones.

This applies in particular to conversations between people in public spaces. Now, it is difficult to find a moment when no one is talking in places such as St. Peter's Square in Rome or the Eiffel Tower in Paris.

Nevertheless, it is necessary, not only for the quality of the recording (!), to ensure that you do not record conversations that only concern the people involved in those conversations. This is handled with varying degrees of strictness in different countries.

In Germany, for example, an “accidentally” recorded conversation on the cathedral square in Cologne can lead to legal problems. Unfortunately, this is not always 100% clear, so you should try to avoid such recordings of conversations as far as technically possible and reasonable.

What is explicitly prohibited is the deliberate and targeted recording of conversations, even in public places, streets, and parks.

Takeaway: It is ALWAYS very advisable and sensible to be aware of the applicable laws and regulations in the "recording area" and .... to observe them.

Another example is train stations, particularly in Germany. You can enter them at any time when they are open. You can walk around, sit in designated areas, have a cup of coffee and a sandwich, chat with friends, and use your mobile device.
However, you are not allowed to make any kind of audio or video recording. Although train stations may appear to be public spaces, they are actually private property.
Different rules apply here than in streets or public places. These rules state: No recording without written permission; otherwise, you will face serious penalties. No kidding!
Don't think you're being clever if you're recording in "stealth mode." There are cameras almost everywhere, and security specialists are watching them. They know your tricks, even the very smart ones! If we were you, we would risk it, the penalties are ... serious. Just take our word for it. 

We can't tell if this applies in other countries the same way.
We take a "gentle approach". We ask at the information desk if it would be okay to record the great atmosphere of the train station for a couple of minutes. We assure them that any conversation would be an "unwanted sound" that would ruin the recording and we will avoid it the best we can.
We might record a word or two of people passing by, but our focus is on the atmosphere as a whole. We never conduct interviews; we just record the atmosphere. Nothing more, nothing less.
It (almost) never happens that we don't get permission. However, security has asked us what we are doing. When we tell them that Mr. X or Mrs. Y from the information desk gave us permission, it is never a problem. Not even in the USA.

But there are other places where you must have permission. One of our most intense experiences was planning to record in the middle of the Golden Gate Bridge in San Francisco.
We talked about our plan to record on the bridge in a forum chat. We were advised to ask for permission in advance. 
Mr. Google was kind enough to provide us with the contact details of the bridge authorities, so we sent them an email explaining our plans, the equipment we planned to use, and the time.
Due to the time difference, it took some time, but the response came very quickly.
The person informed us of some rules about how to behave there, such as not being allowed to fasten anything to the bridge. 
We replied immediately, agreeing to the rules, and half an hour later, we received an email with an additional document granting us permission to record the sounds of the Golden Gate Bridge in the middle of it.
For safety, we brought a printed copy of the document with us. The day before we went onto the bridge, we informed the Bridge Authorities that we would be on the bridge the next day as agreed. 
The rules also included, that we were not allowed to take any pictures. So we just have the one from the view point.

While we were on the bridge a bridge patrol car stopped at the position where we were and when we showed them the printed permission, the wished us a great day and success with our recordings.
Well, it's beyond the power of the Bridge Authorities, that there was so heavy wind, that we just recorded wind-noises and nothing else. 

Nevertheless: Get permission or be sorry!