i've had many such situations in concerts and in most cases act like you did (cover face). about a year ago i started wearing a cap and sunglasses, even though, the sun is not out. Honestly, quiet annoying at times, but I prefer this, instead of getting filmed by random ppl I never met before.

there have been occasions, where i was in public transport, and had an uncomfortable feeling creep up inside of me, because the person opposite to me was clearly making a video. in such situations, i kindly always ask the person if they where filming me? until now, they always reply "NO i was filming myself" or "filming my friend sitting next to you". the latter reply always kind of shocks me, because only then i realize that these two ppl know each other, but are both staring at there phones and apparently it is okay to film a friend without consent... all in all, such situations seem to be happening more often, and they really make me feel uncomfortable. the only solution that i can think of is to speak up and ask if i was being filmed. perhaps, this helps to show such ppl that not everyone likes being filmed by strangers, even though they are in the public