I haven't actually had to deal with the cops but I have had people threaten to call them on me over paintball before.
Most recently I was showing my marker to my younger brother in law. I was shooting at a stake about 40 feet away and 30 feet beyond that were a line of pine trees ( no paintballs were going through those things! ).
So I take a few shots at the stake and hand the marker off when the neighbour comes over yelling about how I'm hitting his brand new shed behind the tree's. I tried to be polite at first by telling him there was no paint on his shed (we were standing at the fence LOOKING at it at this point) and that no paintballs would make it through the trees even if we had missed the stake 40 feet infront of us!). Honestly I was polite as hell but he kept yelling and told me he was going to call the police if we didn't stop so I basically told him he was being an *** and if he wanted to call the police and explain to them why they came out here for nothing he could damned well go ahead.