Depending on the country it can be varying levels of "illegal", in Australia, Police use encrypted radio devices, P{01-99} <- some number tagged with P, I can't remember. Whilst police use encrypted comms, other forms of emergency response (the primary one being Ambulance service) use POCSAG, which is entirely unencrypted and a paging protocol, it's also used in hospitals.

Listening is not illegal, but recording or redistributing "is illegal", however, it's not clear whether it's actually illegal or it just depends how and when you use it and what you do with it. There was a kid here that brought it up with the police and was harassed over it, I believe he made a website to broadcast it over a web page and was given a stern telling off. Which tbh is fairly valid as it has horrific amounts of PII in it.