While it's always wise to be vigilant when in a foreign place (even a place as innocuous as New Orleans), keep a heightened sense of awareness when traveling to, say, Rio de Janeiro (which has a crime rate "similar to a war zone") or Cape Town.
Interesting fact: More than 50 murders happen a day in South Africa. More than half of those occur in Cape Town.
Note to self: It's probably best to err on the side of caution and not visit Baghdad, Karachi or even Caracas, all of which make the top 10 for varying degrees of terrorism and drug and gang violence.
Are there places around the world you have felt unsafe for one reason or another? Leave it in comments.