EDIT: I found better documentation on this.
Some US states require ID.
> The person approached is not required to identify himself or answer any other questions, and may leave at any time
From http://en.wikipedia.org/wiki/Stop_and_identify_statutes#Stat...
http://www.quora.com/In-the-US-under-what-situations-are-you... --old:
Depends. A quick google found this: http://www.flexyourrights.org/faqs/when-can-police-ask-for-i...
> As of 2013, 24 states had stop-and-identify laws. Regardless of your state’s law, keep in mind that police can never compel you to identify yourself without reasonable suspicion to believe you’re involved in illegal activity