My brother-in-law Terry was "known to the police" for several mostly minor offences, though he did eventually end up doing 12 months for breaking and entering. Every policeman in town knew who he was from an early age, it's not like British towns have large numbers of potential troublemakers to keep an eye on. Being in jail when his son was born seemed to finally shock him to his senses and he was never in trouble again, but for years he was regularly harassed and brought in for questioning - "round up the usual suspects" is not, it turns out, something that's only said in movies. He complained bitterly about it, but there was nothing remotely surprising about it. Once on the police's radar always on the police's radar, and I found it hard to have much sympathy.
Terry didn't believe that everything odd or unlucky that happened to him was the result of a police conspiracy against him, though, because he wasn't a paranoid schiozophrenic. He was just an idiot.