There was an example of one guy having the police come to his house and seize his computers, before eventually returning them. Needless to say, he was shit-scared that his neighbours would find out that he was suspected of child pornography (though of course he was not guilty). His account was posted here some 6 months ago or so.
I think it's a matter of numbers, though. If TOR (or equivalent) was as popular as BT, even the police would realise it is pointless.