The police actually came in and downloaded "everything they have."

[sitifan]

Man: I was told you have the fancy security system. I was wondering if you were able to capture the road or my house.
Neighbor: The police actually came in and downloaded everything they have. But it's actually my sister's house.
Man: Okay.
Neighbor: Yeah, so they were here I think until like nine o'clock last night and downloaded all the video she's got. So we're hoping that ...

What does the phrase in bold mean?

 

[emsr2d2]

I think it's meant to mean "everything the cameras captured". However, "they" could refer to the speaker's sister and family and it could mean "everything they managed to capture on their security system".

 

[jutfrank]

it could mean "everything they managed to capture on their security system".

My guess is it means this, where they is the people who own the house—presumably her sister and brother-in-law—and everything is obviously all of the footage.

 

[emsr2d2]

My guess is it means this, where they is the people who own the house—presumably her sister and brother-in-law—and everything is obviously all of the footage.

Yes, on second reading, I think my second suggestion is the more likely of the two.