In many of his films, Hitchcock has the police as antagonists, getting in the way of the heroes of the movie. This likely comes from the story that Hitchcock was allegedly locked in a jail cell when he was young. The police are often portrayed in a negative light, such as in The Lodger when Joe and his men arrest the title character. Even though the audience has every reason to believe the Lodger is guilty (he has just been found with a gun and a map with the location of the murders marked), most people still sympathize with him and Daisy and do not want him to be taken away; thus, the police are seen as wicked for doing their job.
Similarly, the opening scene of Blackmail features police in the shadows as they are about to arrest a man. Again, they’re only doing their job, but Hitchcock manipulates the lighting to make them appear sinister.
Hitchcock would continue the theme of antagonistic police (primarily in the form of police wrongly chasing an innocent man) throughout his career as a director, in films such as The 39 Steps and North by Northwest.