Last month my son was doing a research project for US History and discovered that martial law was implemented in our town in 1917 over labor disputes involving the WOBBLIES. The workers at the mills and mines of the area at that time were mistreated, jailed and not being paid, so several union groups became involved. The wobblies gained power at that time.

http://www.historylink.org/File/7363

The Federal, State and Local Governments made it illegal to be a member of the union and hunted down members all over the country.

So if you weren't a member or sympathizer with that group, you weren't likely effected much. Otherwise illegal behaviors were carried out by the Government and their private accomplices to members of the union.

"To the original question, you do what they tell you. As with any law enforcement interaction, follow instructions, do not resist. If you have any issues with what or how they did it, take it up later with a lawyer."

That is assuming the law enforcement or accompanying corporate entities are not trying to outright kill you, as in past marshal law enforcements.