Few expats ever come into contact with local law enforcement agencies and, of course, want to keep it that way.
Life's never predictable though, and there is always the chance that one will get pulled over in that random roadside check of vehicles, or even in these security conscious days, when walking along a street.
It doesn't matter very much what colour uniform the policeman is wearing, one of the first questions s/he's likely to ask is to see your identity card and/or driving licence.
This is an important point to note for some expats - particularly those from the UK. In the UK the subject of compulsory identity cards remains highly controversial and, as far as I know, it is not mandatory to carry one's driving licence when driving.
By contrast, in many countries it is obligatory to carry an id card and, if driving, to have on your person your driving licence.
For many British expats this means they are particularly prone to having to say the equivalent of "sorry officer, I don't have it on me" as it isn't their natural instinct to think about such things when leaving home.
Now, in most countries of the world this does not mean you're automatically shot the following dawn, but it can cause you serious difficulties in some trouble spots. Even in EU countries some police officers view it as suspicious and then you have two things going against you - firstly you're a foreigner and secondly a foreigner without identity!
The position sometimes can even be absurd. In some countries for example, local citizens must by law carry an identity card at all times although paradoxically there is no such requirement for foreigners - much to the chagrin of the locals who perhaps understandably can't quite see the logic!
The upshot is, it's best if you try and keep some form of identity on you at all times. Avoid carrying a passport though, they're bulky and also valuable, making them a prime target for thieves.
It's also best to avoid the response I once heard from a Briton who'd been stopped by a policeman: "I don't need an identity card, I'm British and I already know who I am".
Funny and true, perhaps, but sadly the policeman didn't appreciate the humour!