Alan Cumming is a video vigilante, sometimes turning the camera on himself. “I see things on the street and video them just in case,” he told us at an event for Peter Gabriel’s Witness, a human rights organization that teaches activists how to take footage, at Roseland on Thursday. “The Good Wife” star Cumming said, “Sometimes on my phone in the morning after a big night out I look at the things I have taken like, ‘Oh.’ There is evidence like that of some disastrous occurrence.”