You're not allowed to film religious sites, military or government sites, and in some privately owned areas (restaurants, shopping centres, etc.).
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anonymous
I do this often - If you are running around with sound equipment and reflectors and professional looking equipment the police may ask to see your permission documents. If you are solo with a video camera you should be fine.
Normally when we shoot in China with a crew we need J visas and the government usually provides an escort.
Pro tip
