[bdisraeli]

It would be difficult (maybe impossible?) to do given the US's Federal system of dividing powers between State governments and the National government. The Federal Department of Justice investigates, but the only power they have is to sue local police departments in court and make them agree to stop their unlawful behaviour.

[Retric]

Local police are not immune to federal law. They do have some protections, but many local cops are in federal prison.