The part of town I used to live in, someone was shot dead at the KFC (which I'd been to many times, also late at night) a minute's walk from my door. Sad thing is, I used to joke about how I'd probably die in there one day because there were so many dodgy characters about. Shouldn't joke about things like that.
I live in a different part of town now, and someone was shot dead by guys on a motorbike with a machine gun by my local underground station last week. I really seem to pick my areas. I do live in a big violent city, but in the six years I've been here there's been at least four or five very serious stabbings or shootings (either resulting in death or serious injury) anywhere from one to fifteen minutes walk from where I live, and that's in two separate areas. (The area I live in now does historically have a rough reputation, but I used to live on a somewhat rough stretch between two of the fanciest, most expensive neighbourhoods in town, and one of the killings was right in one of those posh areas.)
I've kind of accepted it as reality. I'm not a gang member and I don't look like one, and seldom in my life have I been physically threatened. As long as I dodge the flying bullets I'll probably be ok.