I'm not a lawyer but have looked into the laws regarding photography and video recording in the US. (This is not legal advice, etc. etc.)
In the United States the laws vary by state and possibly even by jurisdictions within a given state. In general, there are places where people have no expectation of privacy (such as while standing on a public street corner) and in general it is allowed to film people in such locations without their consent. However, most legitimate media outlets will not put anything on the air or make it available for download if they don't have signed consent forms from every person shown in the video because they don't want to risk lawsuits from people who happened to be nearby but didn't realize they were being filmed. When it's not feasible to get such consent from all parties involved (such as filming in Times Square, say), they will often blur out people's faces.
I can tell you that around Los Angeles it is quite common to be walking around some shops and see a sign in large letters saying in effect, "There will be filming going on today between 1 and 3. By being here you consent to being recorded." The Film LA organization will also post a notice on your door a week before filming in your neighborhood detailing at what address they will be filming and laying out any potential disturbances that will occur. 827
For example, that traffic will be stopped for 2 minutes at a time from 10AM to 11AM as they'll be filming a car scene during that time.
When it comes to filming "undercover" video in, for example, a store or other business, there is an expectation of privacy. This is why you often see signs on stores saying that video taping is in progress. If they have security cameras, they have to tell you that (at least in some states). I know that US Telephone recording laws vary by state. Some require 2-party consent, while others only require 1-party consent.
Less legitimate organizations will take their chances with the above. I have witnessed paparazzi jumping out of bushes to photograph celebrities going in and out of stores, for example. It's a business calculation - would the cost of a lawsuit be less than I can get from TMZ for selling them this photo?
TL;DR it's a mish-mash and companies that want to avoid legal trouble will go to great lengths to avoid recording stuff they aren't supposed to. Other companies will risk it. 619