India (Mumbai, specifically)
The stares from men that felt malevolent were unnerving. I was there 5 years ago, but when the recent spate of rapes began occurring, I was not surprised.
Was there on a work trip. Work ended a few days early. On the way over a colleague (also female) and I had discussed a possibly trip to Agra if we did end early. We were both so unnerved that, when the free time actually occurred, we chose to go home early.
Never done that anywhere else.