While the following information may panic you and also make you question whether to go or not to Rio, most visitors to the city have a great time with no incidents.
Still, Rio can be dangerous. As a traveler, even if you don't leave the "Zona Sul" (which includes Copacabana), you may experience a palpable tension over security.
Generally, tourists (also called "gringos," which is not derogatory but means "outsiders") and teenagers are considered "easy" targets for criminals. Day-to-day living has also been affected by this. For example, regular banks all have fortress style security doors and armed security men. Rio can be a dangerous city and it is wise to follow these rules even if they seem exaggerated.
In order to fully enjoy your trip, the traveler should pay attention to simple things. Avoid the downtown area, especially Saara, after dark. Although downtown is a relatively safe place during the day, after-dark all the people who work there have already gone home. If you are going to a theater or a show, it's all right; but do not wander in those dark streets by night.
On Sunday, most shops are closed and their security guards are absent, so the neighborhood Centro is not safe in the daytime. Also, even the bigger streets in Copacabana are less safe after dark so the beach walk is probably the best option.
Should you find yourself being mugged, the normal advice applies:
Don't resist or do anything to aggravate the muggers. Try not to stare in their faces as they might think you are memorizing their appearance. Eyes to the ground is probably your best bet. Let them take anything they want (keep your arms limp). Afterward, leave the scene quickly but calmly (don't run in panic screaming for the police).
In the morning, especially before the police arrive, if you are walking or jogging on, Copacabana should be considered unsafe. Even with people around, joggers are popular targets for mugging. If you plan on jogging make sure not to wear anything that may tempt a mugger (watch, iPod, etc.) and if you can wait until after 10 AM.
When in downtown during the rush hour, be aware of pickpockets as in any other big city center. The difference in Rio is that the pickpocket can often be a bit violent: one of them pushing you forward in the bus or to the ground in the street while another one takes your wallet and runs away. It's not that usual or as bad as it sounds, but try to avoid being in real danger by reacting strongly as these guys often operate in armed groups (2-5 people), some unnoticed by you.
On weekends, the beaches in Rio are watched by helicopters.
In the area around Copacabana beach (and maybe in the city center), the tourist should be aware of a shoe shining scam. The tourist will be approached by a shoeshiner and to his astonishment discover a large, dirty blot on his shoes (which is actually shoe polish or mustard but looks like quite something else). The tourist is typically shown to a chair and has his shoes or sandals cleaned in the best manner. Only after this service is rendered, the outrageous price of somewhere around R$1000 or more is revealed. At this point, muscular friends of the shoeshiner typically appear to "oversee" the completion of the transaction.
The subway is fairly safe, so it is recommended to use it if you want to go from one place to another. Although you may be used to taking the handy and good trains in Europe or even in North America to go across many places, you won't need to take a train in Rio. If you do, it can be a fairly nice trip to the suburbs or a chaotic journey to a bad neighborhood in a train where people sell all kinds of weird stuff, where everyone will look at you in a way you will feel you are an alien, about to be mugged. Buses in the South Zone are fairly safe as well, but, in the city center, they can be quite crowded. Inside a bus, being mugged is always a threat: less so but still possible in the South and tourist zones. Always remember that Bus 174 movie. It happens so often that they don't even go to the news (only homicides or big cases where the police got involved such as this Bus 174 go to the news). In the subway, it is quite unlikely though, which is one extra point to the subway!
Don't walk around with lots of money in your pocket. ATM's are everywhere (prefer the ones inside shopping centers) and credit/debit cards are widely accepted. But don't walk around without any money: you may need something to give to the bad guys in case you are mugged. Not having money to give a mugger can be dangerous as they may get angry and resort to violence. An excellent idea is to buy a "capanga" (literally meaning bodyguard), that is, a small frontal unisex pouch, normally used to carry your wallet, checks, money and car keys.
Avoid wearing jewelry or other signs of wealth (iPods, fancy cell phones/mobiles, digital cameras, etc.) if possible, at any time of the day, as these attract attention. Thieves have been known to run past targets and tear off necklaces, rings, and earrings without stopping. Earrings are particularly dangerous as tearing them off often harms the owner.
In Brazil, every state has two police forces: the Civil (Polícia Civil) and Military (Polícia Militar). Only the latter wear uniform (in Rio, it is navy blue). The city of Rio also has an unarmed Civil Guard, dressed in khaki. Policemen can usually be trusted, but corruption in Brazil is still rampant and a few officers may try to extort you or demand a little bribe. When this happens, it is usually very subtle, and the officer may typically say something about "some for the beer" (cervejinha). If you are not willing, refuse and ask for another officer. Don't ever try to bribe a policeman on your own—most of them are honest and you might end up in jail.
The local emergency dial number is 190.
At night, especially after traffic has died down, you may hear what sounds like fireworks and explosions. This is not as menacing as it sounds, though it is still indicative of somebody up to no good. These are often firecrackers set-off as signals in the favelas. It might mean that a drug shipment has arrived and is in-transit or that the police are making a raid into the favela. It is a signal to gang operatives who act as lookouts and surrogate police to be extra-vigilant. However, real shoot-outs may occur, especially on weekends. If you are on the street and you hear a shooting, find shelter in the nearest shop or restaurant.
For your safety, cross at the crosswalks, not closer to the corner, and watch for cars regardless of traffic lights.
Carjacking can be a threat too, especially if you are outside the tourist areas and after dark. It is perfectly acceptable (even if not exactly legal) not to stop at the traffic lights if there is nobody else on the street and you feel it's okay to go (if there are no other cars). You will see even police doing this. Some major motorways such as Linha Amarela (Yellow Line: connects the west zone(Barra da Tijuca) to the north zone - may be your way to Norte Shopping for example) and Linha Vermelha (Red Line - the main connection from the International Airport) are strongly avoided late at night. Both motorways are surrounded by favelas, so carjacking is usual and shoot-outs may occur between rival drug lords or between drug lords and the police. If you rent a car, be aware of all these issues. As a tourist, it may be better not to rent one anyway, as if you get lost and go to a bad neighborhood (and again, there will always be one near you), you will most likely be in trouble.