Not been to Mexico City, but I have been in many US cities (NYC, L.A., SF, San Diego, Salt Lake…) a variety of times during a 15 year span. One time I will never forget I was on the bus from the L.A. airport to downtown, and chit-chatting comes out that I was staying at hostel downtown. A couple of reactions were priceless, like I were a dead man walking.

It was perfectly fine in the end.

The thing is if you are showing bling in some form or simply being unaware, you are at risk _anywere_ in a city. Hell I got cash-robbed inside a Times Square restaurant when I was 18, thinking I was getting a good deal on a Sony ultra slim CD player with 30 seconds skip buffer.