Can someone film me without my permission?

These pro-life protestors were standing outside a parking lot of a clinic I needed to go to. I know they violated the law that states they cannot block access to buildings of abortion clinics. This building also houses more than just this one clinic they were protesting. It has 3 levels with numerous different businesses so they were harassing everyone who went through. Well, I got out of the car and a man began filming me and yelling at me. Can I do anything about it? I was in the parking lot of this building which would be private property and he and his friends were standing right on the edge of the sidewalk and parking lot entrance. He didn't have my permission. I never even talked to him to give him the impression he could film me. I began filming them so had evidence of their harassment. Then when my partner left the parking lot they blocked his car by surrounding it and started filming him, inside of his car and his license. This man said he would put it up on YouTube. Do I have any rights to get him to delete this video? Can I sue him for violation of privacy? What can be done about them breaking clear cut clinic laws?