Nice!

What do people out there say when you try to photograph them?
How do they react?

Jam_One, indeed they say nothing. In Paris, They would have come and would have got an angry discussion with you. Americans are a lot less agressive and very polite.
+ There are a lot of tourists in New York so I guess they're used to a such behaviour...and I try to act as if I wasn't taking pictures of them but pictures of what is around them.

Just one guy stopped Olga and asked what was the purpose of her pictures because she had just shooted him. She explained she was a tourist and it was okay.

Thank you!