"At first when I seen the police, I was like, ‘What the hell is going on?” World Peace said. "I just got finished watching ‘Zero Dark Thirty’ or whatever that movie is. I’m like, ‘I’m dreaming, I’m dreaming. Is there a terrorist in the building? Do y’all need my help?’"

After a brief conversation with the police, World Peace put on his Cookie Monster pajamas and accompanied them outside.