Part of the plot for this movie involves planning a second robbery after an officer calls the station from a "call box" to report a burglar alarm. Police call boxes were common for officers to use to report incidents or receive assignments from the late 19th century until the 1960s, by which time the use of police radios were the industry standard.
The police officers are using a "Police Call Box" to report the alarm to the police station. In America these were commonly affixed to a pole or the wall of a building. In England, the Police Call Box was a full sized booth. The English Police Call Box is the Time Machine/ TARDIS on the science fiction series "Dr. Who".