Despite what Despicable D says, I'm pretty sure these do count towards your overall game completion percentage. When you are driving around and hear a broadcast like that over the radio, those are the Street Crimes, which need to be completed for the Johnny on the Spot and the Long Arm of the Law achievements/trophies. See this guide for more info: http://www.sleeandtopher.com/achievements/la-noire-street-crimes-achievements/