Constitutional scholar Eugene Volokh:
"I appreciate that the Secret Service have an important and difficult job to do, but based on this account -- and I realize that it may be in error or incomplete -- it seems to me they went beyond what is allowed. It makes sense that they would have talked to Arboleda, and tried to figure out what he was doing in the storefront. They could well have decided to watch him for the duration of the exhibition and after. But I don't see that there was probable cause to believe he had committed a crime, which was what it would take to do more than briefly stop him and talk to him .... Nor would there be probable cause to detain him if he had told them that he just wanted to go on setting up his exhibition, and didn't want to talk further to them .... Using the words 'the assassination of Hillary Clinton' isn't a crime. Making threats is a crime, but I see no way how there could be probable cause to see the writing as an actual threat .... Now perhaps the removal and two-hour interview of Arboleda was consensual, in which case no probable cause was required. But from the newspaper report that doesn't seem especially likely. Note that 'Special Agent Eric P. Zahren, a spokesman for the Secret Service in Washington, emphasized in a telephone interview that the agency did not seek to shut down the show. "We did not shut down that exhibit or request that anybody else shut it down," Agent Zahren said. "This was brought to our attention, we went out there and had a conversation with the individual, but we did not shut it down."'"
UPDATE: California prosecutor Patterico cautions that the reporting on this hasn't been as precise as it could be. It's not clear that the exhibition was actually "shut down." It's also not clear the artist was "arrested" or "taken into custody." Still, he agrees with Volokh on the First Amendment question: "You can’t shut down expressions of speech because you think they’re 'inappropriate.' If — I say if — the exhibition was shut down by authorities, they might want to consider whether there were any violations of law on their own part."