Somebody is breaking the law. What do you do?

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I work at a real estate office and a colleague mentioned that she saw a man going through our dumpsters. It's illegal to do so, and our dumpster is in a private parking lot. 
I confronted him and asked him to stop and he said he would (his English wasn't great) but then somebody called me and said he was still there so she pounded on the window and he waved and left. 
I texted my boss and the other employees and two of them said that I shouldn't have confronted him because it was dangerous. 
What do you think?

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