I don't know about Missouri but where I live in Ohio I can and do video tape my home and property. It has put most of my neighbors on their best behavior in a neighborhood that use to be considered bad. Since I have started video taping my mailbox and front garden, vandalism, muggings, and street fights have stopped. My neighbors across from me complain about my floodlights but I had them before the township banned them so they can just buy a shade.

I doubt that the man is video taping you, most likely he's video taping his yard and property to protect it against a busybody annoying neighbor.