You should definitely do this, but please be safe and knowledgeable about it! Here are some resources for how to safely film/photograph police brutality, as well as information on YOUR rights as you do so:
Please be aware that different states have different laws on the matter. Check into them so you can know you specific laws, and what to expect if you film the police. Also check with your state’s chapter of the ACLU; many of them have tips on this matter, and some have pocket foldouts of your rights that you can use to convince the police that no, you aren’t doing anything wrong.