"If you see something, say something" might translate into, "If you remark something, make a remark." Remark means to notice, and it also means to comment, as in, "Keep your obnoxious remarks to yourself."
While walking in the woods, you might remark the contrast between the quiet of the woods and the noises of the city. You might make a remark about how loud it is in the city. "It's loud here too," your walking companion might remark. "Listen to all the birds and squirrels."