Happened in Sarajevo: I once was standing on the bridge with camera in my hands. I didn't take photographs at that time. Two police officers approached to me and very polite said that they were called form security of USAID, which was in one near building. They also said that I can photograph if I want, but they must take informations about me. There was no sign that photography is prohibited, and there was also no sign that USAID is in that building...

Second example: Only sign that photography is prohibited in Sarajevo is in front of USA embassy. No other buildings, embassies, etc, have that sign (as far as I know), only USA embassy... Well, you can't blame someone for being coward...