Phone confiscated by police, how do I get it back?

Alright, I made a big mistake and deeply regret it. It is my first offense. At work, I was using a urinal next to someone and thought recording them on video was a good idea. They caught me, reported it to my manager, and called the police. The police confiscated my phone, but no charges are being pressed. The only thing they will find on my phone are some explicit videos from online and memes. Since no charges are being pressed, can I get my phone back?

You should contact the police department that confiscated your phone and inquire about the process for its return.

The problem is, we might not want cops digging through our private records even if we have nothing unlawful to conceal.