It totally depends on the situation for me. If I felt there was a danger, I'd investigate it myself first, check to see what's going on in the car, second, look around to see if anyone else has any concerns and the last thing I would do would be to call police.
I once defended a woman who had the police (and about 4 fire trucks and a news crew) called on her because she left her newborn infant and 8 year old son in the car while she ran into Babies R Us to grab some diapers (which are in the front of the store next to the cash registers). I saw the whole thing take place and the person doing the calling was just making a spectacle of herself. First she started yelling outside of the store, then she came in through the automatic doors and started announcing the entire situation for everyone to hear and loudly discussed which phone they should call the police from... The poor mom was devastated, and so was I, it was my first real "outing" by myself with my son with the car. When I gave my side of the story that she really was only in there for a second, it seemed like no one wanted to hear it, it was mid April, the weather was warming up and the news needed someone to make an example of.
That taught me for a lifetime that the most dangerous part of leaving my son in the car is someone calling the police on me... even though my truck is probably the safest vehicle to leave a child unattended in... the only time I would really need to leave him in the car would be at dog-realted event, which means he'd be in there with at least 1 protection trained dog with a heat/cold sensor, so if it gets too hot or cold, an alarm goes off on my keychain and the engine kicks on.