^What sprog said.
Photography is perfectly legal (and can be argued to even be a legal right) in any public place including most galleries and museums, unless of course they revoke such a right. Excluding certain commercial restrictions such as at Royal Parks and the London Squares and the recent anti-terrorism laws, we probably have the most liberal such laws in the world. You can photograph anything you like even if illegal in other circumstances including nudity, assuming it wasn't harassing to do so.
If the person is outside the premises, assuming in a public area then unless they are harassing you by doing such, there is little you can really do. Like anything it's best to try and reason with them in a calm and respectable manner if you feel threatened and try and resolve the situation.
If it's indoors then the rules are set by the venue. Do note that you're not allowed to confiscate the equipment including the memory cards or force them to delete the content. Whilst they may have broken venue policy and/or taken pictures, this is a civil matter not a criminal one. The venue can sue the individual. Taking equipment is theft and could be considered criminal.
