unlawfully arrest someone?
Well they arrested him for carrying an illegal knife. Only, according to the DA, the knife was not, in fact, illegal.
In answer to your question here's a quote from today's Washington Post:
The prosecutor also said that the officers who initially arrested Mr. Gray had done so illegally, without probable cause. Officers charged him with possession of a switchblade, but Ms. Mosby said, “The knife was not a switchblade and is lawful under Maryland law.”
Arresting someone who hasn't committed a crime is illegal.
Arresting someone who hasn't committed a crime and then causing or contributing to their death while they're in your custody is and should be VERY illegal.