There are situations where pedestrians don't have the right of of way. See this article for how if you are not in the street and a car wants to turn right, you do not have the right of way and should yield to them first. But if you were already in the street as the car approaches, they yield to you. And it only works for half the street, so there are times where you should yield to a car as you get halfway across. Almost no one follows this though, and many cars would insist I go even if I waved them (cars that are not like this squad car, of course).