One of my coworkers is from a town near Rio, but she flies to another city and makes the longer drive because Rio is so dangerous. Excepting the beach & nearby tourism area, it's pretty much a hopeless cause. Yes, the criminals are well armed and the public have nothing.
I went to a big soccer game in Sao Paulo and wished I was armed. Stupid taxi driver dropped us off at the visiting team entrance, which looked like a war zone. Armored vehicles, soldiers, police in riot gear, military dogs, chaos...