If you can find them under a bridge at night with a long handle fishing net and flash light you can catch some but you will probably get a visit from the cops too
This is how I do it. I have met many curious police officers, who have a lots of questions, but have never had any problems. I use a net on the end of a pool cleaning pole that adjusts to the height that is needed under any given bridge. You can also get adjustable paint poles and Home Depot that will work. I would guess my net is 24" across. Sometimes I get 2 or 3 at a time. Once they are in the net, I give it a little flip which sends the pigeon over the frame of the net, trapping them inside. If not they will get out before you get them to the ground. You'll develop your own technique. Also the net banging against the concrete and steel of the bridge will cut it pretty quickly. I use duck tape to reinforce where the frame runs through the netting.