Never pull over for an unmarked vehicle. You can buy all those lights off Amazon and it is really easy to install red and blue lights. Call 911 and ask for an officer. The only time an actual cop driving an unmarked vehicle is going to light you up is if you are doing something really egregious like driving 100 in a 55, waving a gun around, driving drunk, or all three. Also be especially cautious of beat up crown vics that say POLICE and no real agency identifiers. ICE is doing this shit too but so are muggers and rent-a-cops.
Be familiar with the states traffic code on 1st responder lights. Dead give away to call 911 if it's red/white, or all blue in a state where it's blue and red for law enforcement.
edit: gonna add check your area's local laws for officers use of unmarked vehicles. Thanks to commenter.