What are the legalities in the US with respect to teaching people? If I'm teaching something and a student says they intend to use what I'm teaching to commit

What are the legalities in the US with respect to teaching people? If I'm teaching something and a student says they intend to use what I'm teaching to commit a crime am I legally required to do anything at that point? Is it different if the student says they're going to use the education to cheat a background test as opposed to some other bad activity? Is it different if the skills are generally considered more harmful (martial arts, lock picking) versus less harmful (bike riding, painting, gymnastics)?