Of all the places I've travelled on work both home and abroad I can't think that I've ever felt genuinely threatened, which is odd because I've been in some tight spots in some dodgy places. Probably the most difficult situation I've dealt with was in my time as a youth worker 20 yrs ago and someone pulled a knife on me - the knife wasnt the problem, it was the crowd of other hostiles that went with it! Needed some slick fast talking that night!!
The first Mrs Rock worked in Washington DC for a while, which has the world's highest murder rates, and took a wrong turn one night and got lost in the bad end of town. Ran straight into a street gang and thought she was done for, big time. They asked her what she was doing on their turf and then lectured her about how dangerous the streets were before giving her an escort back to the safer bit.