Tenderloin in SF at ~2am after a night of drinking and Korean food with coworkers when we decided to walk back to our hotel at Union Square.
OTOH, if we include all safety issues, not just crime, then I've been on some minibus rides in Thailand that definitely top the list. Also, a boat ride from Koh Phagnan to Koh Samui in rough seas in a craft that probably wasn't quite seaworthy.