BTW, you don't need a licence to make films. We're not quite a police state.
If you want to film on private property, you need the owners' permission. Similarly, if you want to film in many cities, you need permission from whatever public body is in charge. If you film the general public without having secured that permission you are leaving yourself open to be sued by anyone who appears in the final cut for at least a pro rata percentage of money generated purely from the mechanical copyright, but also most likely a punitive sum for the aggravation. If a person can prove that your portrayal of them in some way harms their business, or media image if they can be proved to have one, you could get sued for way more than the film makes... it's similar with including music, artwork, in fact anything to which a copyright exists without having first 'licensed' it, which simply means the copyright owner/s' written permission for you to exploit their intellectual property in a given work of your own and any conditions that apply.
But at no point can anyone jobsworth you with 'you need a licence'. All of the above is a matter of civil law, not criminal. As a matter strictly of law you could trespass on private property and film there and, so long as you did no criminal damage to effect entry or while you were there and your presence did not, by its very nature, constitute a 'breach of the peace' (in reality a number of different offences under the Public Order Act), the police could do nothing about it. That's not to say that they wouldn't find something to arrest you for, like suspicion of urinating on the public highway et al. but so long as you can demonstrate to the satisfaction of a court that any RIF's you had on you were being used legitimately to make a film, you would be in the clear. in reality of course the CPS would throw it out well before it got to court. The question of whether or not you were a licensed film maker would never arise...