You might try the RTL-SDR solution that Nick mentioned. It's a digital broadband radio receiver capable of receiving almost any radio transmission mode. It can receive from about 50 MHz up to over 1.1 GHz. It plugs into a USB port on a laptop or PC. There's lots of good, free software for Linux and Windows out there to operate those things.
Hook up an antenna to the RTL-SDR, plug it into a USB port on your PC (I recommend using a USB extension cable to make things easier), and fire up the software. I've got one that I've used for lots of stuff, including finding empty channels for our wireless mics at church. It picks up the local cop shop and fire department radio just fine. Ham radio repeaters and simplex stuff in the VHF and UHF bands work well, too.
Like Nick mentioned, however, if the agency is encrypting their transmissions, you won't be able to hear anything but noise of some kind. If it's just a trunking system, there are solutions out there that use two RTL-SDR units to listen in.
Check these folks out. They're legit.
https://www.rtl-sdr.com/