When there is a police presence in a neighborhood that will/could affect others, the Police can send out a Reverse 911 call to alert those in the area. They don't just call though, you have to sign up for this service.
In the past, I have received calls at all times of the day if there is an imminent threat nearby. There have been times they tell you to be sure all doors and windows are locked and stay in place. They will also call back when that threat has been lifted.
I signed up with my home phone and my cell. They called on my cell and left texts messages also, but I turn my cell off at night, so got the message on my home phone. If I was out and about during the day, I would want these urgent messages on my cell. The Police Department has sent out messages through this service for Amber Alerts or At Risk individuals that have wandered away.
Have you signed up for this service?