Imitation Learning (IL) strategies are used to generate policies for robot motion planning and navigation by learning from human trajectories. Recently, there has been a lot of excitement in applying IL in social interactions arising in urban environments such as university campuses, restaurants, grocery stores, and hospitals. However, obtaining numerous expert demonstrations in social settings might be expensive, risky, or even impossible. Current approaches therefore, focus only on simulated social interaction scenarios. This raises the question: \textit{How can a robot learn to imitate an expert demonstrator from real world multi-agent social interaction scenarios}? It remains unknown which, if any, IL methods perform well and what assumptions they require. We benchmark representative IL methods in real world social interaction scenarios on a motion planning task, using a novel pedestrian intersection dataset collected at the University of Texas at Austin campus. Our evaluation reveals two key findings: first, learning multi-agent cost functions is required for learning the diverse behavior modes of agents in tightly coupled interactions and second, conditioning the training of IL methods on partial state information or providing global information in simulation can improve imitation learning, especially in real world social interaction scenarios.