The Daily News reported Friday that the protesters arrived around midnight at Foley Square in Lower Manhattan. The show was making an episode with an Occupy theme.
About 100 police officers appeared as the protesters roamed around the park, inspecting tents and signs built by the production company.
A protester from Brooklyn Heights, Drew Hornbein, says the movement is "not part of corporate TV America."
The newspaper says a police officer with a bullhorn announced that the city had rescinded the film permit, which drew cheers.
Arrests were threatened, but the crowd dispersed and the set was dismantled.
NBC declined to comment.
