The incident was recorded by another woman with a smartphone camera across the street.
Beatriz Paez filed a complaint Wednesday with police in South Gate, just south of Los Angeles. However, the police don't have authority over marshals. Paez is also considering a lawsuit.
Paez said she was out walking Sunday when she noticed what looked like an arrest several houses up the street. She stood on the sidewalk, recording with her phone.
The woman said marshals asked her to stop recording but she told them she had a right to do so.
The second woman who was recording had focused on the interaction between Paez and the marshals, who Paez said told her to stop recording.
At one point on the video you can hear Paez say, "You're making me feel unsafe. I have a right to be here."
Paez said she was a few homes away from the center of the police activity.
In the video, an officer with a rifle walks in her direction.
"I was terrified. I was getting really scared," she said.
As he gets close, the marshal then runs a few steps toward her and wrestles the phone from her hands.
Paez said he stomped on it then kicked it away. It is unclear what happened to the video she recorded.
The U.S. Marshals Service said it is reviewing the incident.
Janice Hahn, the U.S. representative for Paez's district, told CNN's "Erin Burnett OutFront" that she had written a letter to outgoing U.S. Attorney General Eric Holder.
Hahn said she wants a federal investigation into the actions of the officer.
She called the marshal's actions illegal because Paez wasn't hindering an investigation or arrest.