Whenever I travel into the wilderness or any place where one's life can be at risk, I pack the proper equipment, very similar to what people have posted above.
However I live in, and spend most of my time in, the NYC Metropolitan Area. Although technically help is only a phone call away, in real life you need to be prepared and willing to do what needs to be done to protect yourself and others while help is on the way.
Even in the city I feel it is necessary to keep several items on hand at all times. My average day can take me from some of the worst neighborhoods in the US to pristine deserted beach, all within the city limits. I'm also a tiny bit touched in the head from 9/11 and flight 587. Its hard for me to relax without at least a pocketknife on hand...
Since its a little unreasonable and a bit nutty to carry a set of forcible entry tools in my truck, I carry a camper's axe and a Stanley Fubar. Here is some of the other stuff I carry. One or two things change depending on space and the season-
Camping axe with a flat head
Stanley Fubar
Fire extinguisher
Fire hydrant wrench
First aid kit w/pocket mask, sometimes O2 and a BVM if I'm diving, snorkelling, etc.
Always a folding shovel, in winter a bigger shovel
Full change of dry clothes including rain gear, gloves, hat
Big towel
Work gloves
Tow strap
Surefire and/or Streamlight flashlight with extra batteries
Knife (often several)
Leatherman
Road flares
Lighter
Scuba fins in the summer when there's room
Something that will hold water
Tire plugs
Basic hand tools
Bandana (because N95 masks get nasty and useless after a while in storage...)
Some kind of eye protection
Meds- Pain killer, and something for diarrhea
Duct tape
Krazy Glue or similar
Rope ladder made from 25' of Kernmantle tied into evenly spaced butterfly loops with a carabiner on the end
550 paracord
A set of lock picks (I know how to use them and they take up no space, so why not?)
Frisbee
Binoculars
Unrelated, but I also keep an old Nkion D50 stuffed in the back with the jack. Sometimes you need more camera than an iPhone!
Having this stuff with me gives me great peace of mind knowing that whatever I come across on a daily basis, there is a reasonable chance I can either get away or get some kind of handle on it.