The actor and producer, who has been candid about his misspent youth on the streets of Boston's Dorchester neighborhood, recalled the 2000 incident in the edition of "60 Minutes" set to air Sunday.
"It was the first time I shot a movie in Boston … they're looking at the cameras and all the equipment and they're like, 'What's one of those things worth?'" Wahlberg said in the interview.
"One of those Panavision cameras? It's probably like $250,000. And they're like 'Oh, my God, we're going to steal this thing.'"
Wahlberg said he then laid down the law.
"First of all, you can't steal that off the movie. Okay? We're shooting. We need this thing to shoot. But second of all, where are you going to sell a Panavision camera? To George at the corner store?" he says he told them, referring to an old neighborhood deli.
The star of "Boogie Nights" and "The Departed," and executive producer of HBO's "Entourage," is on the promotion trail for his latest project, a Massachusetts-set film called "The Fighter."
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