This is not true. There are virtually no public spaces where it is illegal to film/photograph in the United States. It's First Amendment protected activity. There is no reasonable expectation of privacy in any public space, or most spaces readily visible from public spaces (i.e. seen without obstruction from a public sidewalk, etc.)

That said, his other speech could very well constitute sexual harassment, so it bears being reported. But simply filming in public is in no way illegal, and you do not need consent to do so.

Please don't give bad information confidently stated as fact. It makes life harder for people who legitimately film/photograph in public.