FWIW, this is what Slate has (via TMZ, so take it as you will):
Blockquote According to TMZ, the trio left the event in an SUV, followed by police officers, when “a half-dozen blacked-out vehicles” with photographers inside violated all sorts of traffic laws—including, allegedly, driving on sidewalks, blazing through red lights, and driving the wrong way down one-way streets—in pursuit of the SUV. At some point, the couple reportedly switched vehicles, jumping into a yellow taxi, while “the cops tried to outwit the paps by driving in a different direction than the cab.”
and
Blockquote Wait—they got into a yellow cab? Why wouldn’t they just … pull over?
Unclear! It is NYC, which is full of cabs—a yellow cab could maybe be inconspicuous? As for the pulling over part—on one hand, I agree, but on the other hand: Then what?
The Washington Post interviewed a taxi driver, Sukhcharn Singh, who said that he picked the group up around 11 p.m. after their security guard hailed him outside the NYPD’s 19th precinct on East 67th St. Singh confirmed the car was pursued by two vehicles, but added, “I don’t think I would call it a ‘chase.’ I never felt like I was in danger. It wasn’t like a car chase in a movie. They were quiet and seemed scared but it’s New York—it’s safe.”