When I was in Mexico City (10+ years ago) every single person advised "don't get in random taxis", make sure you know one / have a driver's number.
In Caracas the locals also constantly emphasized the dangers. Random airport workers would tell us to not even leave the airport unless we had a driver outside specifically waiting for us. Even on Isla Margarita locals would look at us in a panic if we were out on the streets after dark "you can't be here!!" and would go out of their way to help us get home safely.
It's a bummer it's gone that far downhill, I'd love to go back and visit someday when it gets better. We used to take random taxis all over the place, back when all the taxis in DF were VW bugs with the front passenger seat ripped out. Never had an issue with any drivers, but I remember distinctly how the driving in the city was total madness, traffic rules and conventions we take for granted mostly ignored. I had fears about being in a crash, but no fears about being randomly mugged or killed.
I did once wonder if I was going to get hurt when I was pulled out of the audience during a circus show in Leon for the clown's knife-throwing act. I was mostly sure it'd be safe and faked and funny, but they blindfolded me and I certainly had a few thoughts run through my head about what I was thinking being in the middle of Mexico having knives thrown at me.
In Caracas the locals also constantly emphasized the dangers. Random airport workers would tell us to not even leave the airport unless we had a driver outside specifically waiting for us. Even on Isla Margarita locals would look at us in a panic if we were out on the streets after dark "you can't be here!!" and would go out of their way to help us get home safely.