...if they have reason to be concerned for their life...yes. Secure the situation and find out--quickly--what's going on.
I used to live in Miami and I got pulled over one night coming out of a bar at 4:00am. I left the bar, got about two blocks before seeing the bubble-gum machines. I pulled over into a parking lot and there were two police officers who commanded that I step out of the car. They had spotlights trained on me and guns up. They had me lie down on the pavement and they came over and handcuffed me.
They then looked in the back window and what they had heard about--someone had seen, in the back of my car, a machine gun. In fact, I had a replica Beretta M12 which was made of plastic and shot water. They asked, I told them, they checked it out, discovered I was telling the truth, uncuffed me, and suggested that I wait in the parking lot for 30 minutes or so, since I'd been drinking.