I can't see that it would be illegal in any state I would reside.
That being said, I have to agree with the comment that you can probably get away first.
There is not enough info for a real discussion here. Are there more people around? I couldn't just walk away and leave some elderly couple to deal with the thugs.
Do I have my pistol in my glove box, as I normally would until my permit arrives?
Is it simply closer to run back inside the theater and call the police?
A situation that can turn ugly is something you have to take second by second. There's too many variables in this scenario to make the call.
