Yep. There are a lot of countries that fall into that category. I hear that if you go to Paris and end up in the wrong part of town, it could be very bad for you.
Sounds like Washington DC...
Been to DC and Paris also Israel and Jordan. I had the option of going to Egypt on the same trip to Israel and Jordan and declined. My sister went to Egypt with a high school group. A teacher of hers who was with her on that trip was offered 20 sheep and goats for her. He laughed it off but there was something chilling about the whole thing to me when it was told to me after she had come back.
Amsterdam, Berlin, some really terrible areas of Islamos..