Depends on where/what time you go. What you look like. What you're doing.
Seriously. There are places in Mexico (in Juarez, in fact) that make 'dangerous' places in the states seem like paradise. Not saying that these places in the states aren't hard or dangerous...but it's like...it's different there. There's no repurcussions most times, no worries about getting in trouble, no laws...
And ''horrific'' crimes, to Americans, are everyday, common occurences there.