The song in question is 'American Skin (41 shots)', which refers to the 1999
killing of an unarmed African immigrant, Amadou Diallo, by New York police,
during which four officers fired 41 bullets, hitting Diallo 19 times. When
Springsteen first performed the song during his 2000 tour the Patrolmen's
Benevolent Association, which represents 27,000 police officers, urged its
members not to attend Springsteen concerts. Springsteen performed the song
at the first night of his NYC residency last week.

Headline artists are often given a police escort after arena shows so they
can get off site quickly. Springsteen was given such an escort on the night
of his first gig, but that service was turned down on night number two. When
the singer removed 'American Skin' from his set the escort was restored. The
paper alleges the police's decision on escorts was based on the inclusion
and then removal of the track.