Yes, you have a moral obligation to help innocents at risk.
First, you have to determine that innocents are at risk and then you need to decide what you can and should do to help. It might be a matter calling 911 and watching or getting information, such as a license plate, being a witness, etc. or it might be that you have to do more. Just ignoring it and walking away is not morally acceptable. Everything in between is a gray area and it depends on the situation. Due to that, what you do to help and what the best help is, can be hard to determine.
What you don't want to do is play a movie cop and rush in (without the script). Example: You see a woman down on the ground with a scruffy person pointing a gun at the her, she is yelling "don't hurt me". What do you do? Do you rush in and make a judgement of the people involved based on their sex and/or what they look like? Perhaps the scruffy person is an undercover cop and the woman is a murderer or an armed robber. Would you want to be the one to kill or injure the cop and let the criminal get away? Sometimes things are obvious, many times it is not.