I haven't done so for cycling reasons, but I've done the following in similar situations:

- Note the time and the intersection (if possible badge or car #)
- Call the non-emergency police line (NOT 911)
- identify the officer using the above and VERY POLITELY explain the situation and that you would like the officer to be reminded of the applicable law(s)

I've done this for sudden and illegal U-turns (without siren/lights) and other questionable acts by officers. The people I spoke with are always polite, understanding, and even sound somewhat grateful that this is being reported. I think they realize that their officers are only human and can use occasional "policing" themselves.