I went to MIT as an undergrad and on my very first day there, there was a gunfight right outside my dorm window between police and an armed fugitive. Next House was under construction at the time, and the fugitive ran into the construction site and fired back. It was exactly like a scene in a movie.

I'd like to tell you what happened next, but I got down on the floor until the commotion ended.

But yes, this was not a common occurrence.