No, not unless your recording is interfering with what they are doing.
Predictably, police usually do not appreciate it when the general public records them going about their job. But similar to the press, the general public has every right to film police. Recording police actually serves a public policy need by holding law enforcement to account for their conduct.
The only times when police may seize cell phones of people who are recording them is when the recording is getting in the way of their duty. For example, if the police are trying to carry out an arrest of a dangerous criminal and a bystander shoves the phone in the middle of the cop and arrestee, the cop could legally seize the phone because it was interfering with the arrest. But filming an arrest while standing at a safe distance should not give the police justification to seize the phone.
So if you are recording police in a way that is not interrupting their duties and the police tell you stop, you may politely decline and continue filming. Be sure not to become argumentative or combative with the police because then the police may try to use your behavior as an excuse to arrest you for disorderly conduct. Read more on Nevada search and seizure laws.