I don't think so. Reporting your patient to the police for criminal activity you become aware of during the course of treatment is pretty clearly a breech of confidentiality and ethics.
The only exception I know of is the Tarasoff exclusion where if a patient tells you they're going to kill someone you have an obligation to tell that person.
The mandatory reporting statutes I know of involve reporting when you think a crime may have been committed against your patient (e.g. child abuse or elder abuse).
Actually, this may be state dependent. Massachusetts has a law concerning aiding and abetting a felon after the fact. It could be spun that by not reporting a murder, or shooting,....etc that you aided and abetted the perpetrator in the commision of the crime.
It would probably be best to talk to a criminal attorney or prosecutor to get the skinny on that.
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Chapter 274: Section 4. Accessories after fact; punishment; relationship as defence; cross-examination; impeachment
Section 4. Whoever, after the commission of a felony, harbors,
conceals, maintains or assists the principal felon or accessory before the fact, or
gives such offender any other aid,
knowing that he has committed a felony or has been accessory thereto before the fact,
with intent that he shall avoid or escape detention, arrest, trial or punishment, shall be an accessory after the fact, and, except as otherwise provided, be punished by imprisonment in the state prison for not more than seven years or in jail for not more than two and one half years or by a fine of not more than one thousand dollars. The fact that the defendant is the husband or wife, or by consanguinity, affinity or adoption, the parent or grandparent, child or grandchild, brother or sister of the offender, shall be a defence to a prosecution under this section. If such a defendant testifies solely as to the existence of such relationship, he shall not be subject to cross examination on any other subject matter, nor shall his criminal record, if any, except for perjury or subornation of perjury, be admissible to impeach his credibility
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Wook