"ATF police" likely refers to agents of the U.S. Bureau of Alcohol, Tobacco, Firearms and Explosives. This federal law enforcement agency is part of the Department of Justice.
The ATF is responsible for the investigation and prevention of federal offenses involving arson and the use, manufacture and possession of alcohol, firearms, tobacco and explosives. The ATF also regulates the sale, possession and transportation of firearms in interstate commerce.
As of 2012 this agency has 4,770 employees. The ATF often works in cooperation with many other agencies, including local law enforcement, the Federal Bureau of Investigation and the Drug Enforcement Administration, reports Wikipedia.