Cities often have their own rules for filming any sort of production, requiring things like permits. So you might run afoul of that. I've never heard of an issue (barring police harassment, which is commonplace in some areas) that prevents ENG shooting.
In general, you can legally film anything you want in public, including people and buildings. In practice, though, you could easily get sued for libel if you publish someone who didn't want to be in your film.
In general, you can legally film against any background, such as buildings, without worrying about copyright issues. In practice, you might get a shakedown.
In general, you can ask legal advice all over the internet and get all sorts of people who are quite certain of the law. In practice, you're the one paying the penalty when you're steered wrong for soliciting free advice over the internet.