Most people understand that American cities don't even rate on the high scale when it comes to lack of safety. The third world is a scary place.
I have been in every state multiple times, some cities other than my own 100's of times. I typically don't get the scared thing going on in a strange and falling down place (my wife will roll up the window and lock the door if a toothless white poodle walks up to the side of the car), not because I am a tough guy, I just give people the benefit of the doubt that they aren't looking for trouble all of the time.
The only place on the West Coast that I have ever felt the need to protect myself because I was not the norm in that neighborhood was Watts back in the early 80's. I stupidly went for a run and got lost. Running around passed out people in the ditches can be a bit otherworldly. I am sure the place is better now but back then it was still just a burned out hole. China Town NYC at 5 am. Again, went for a morning run, got lost and was urged to high tail it back to civilization. Nothing good was going on there with the gangs at that time of the morning and I ran right into the middle of it. Prior to that run in China Town I never believed that rats were the size of cats. Now I do and they are all over the fucking place and not afraid of humans. New Orleans, car got a blow out crossing Bourbon at 5:30 in the morning. A lot of people coming up to the car doors trying to open them while I was on the other side repairing the tire. My date at the time was a screaming psychotic mess. I had to threaten the people with my tire iron more than once. I couldn't get the tire repaired fast enough and I had zero light and was standing in that curb water that they spray down the sidewalks with each morning before they open up the restaurants for breakfast. God awful smelling and looking shit. If you have been there early in the morning you know what I am talking about with the water and the smells. Got the tire fixed in record fucking time, started up the car, drove two blocks with this date of mine who I flew in from Seattle sobbing next to me, and a group of assholes surround the car and were beating on the hood and trunk just to fuck with us. Before my date vapor locked on me, I put my foot on the gas and sent them flying. My date is probably still in therapy. The last time was South Philly. I never felt safe and I was canvassing the neighborhood with 10 other people. Will never, ever, go there again. I would go for a walk in Watts with money dangling out of my pockets before I would ever head back to S Philly.