A question about filming specific scenes in movies and series. [Details inside].

Tonight I watched an episode of Law & Order S.V.U.
Benson was talking with Stabler via video conference.
Stabler(‘s face) was on a big flat screen, Benson was in the precinct.
My question: do they film these sequence ‘live’ (both Benson and Stabler act their scripts ‘real time’) or are they filmed separately and edited later to a ‘natural’ conversation?
I can imagine that the first option would appear more natural (both to act, as for the viewers to watch it).
Or can actors do it so (in case it is the latter) that we, the viewer are not aware of fact that they filmed it separately?
If you were directing a scene like that, what would be your preference?