I can't comment about other capitals but there are entire neighborhoods in Bucharest where police just doesn't go in. Same in Brasov - and these are just my two Romanian examples. I know it's common to blame the immigration for the issues, but let's not forget part of Western immigration also comes from the Eastern Europe.
If there are entire neighborhoods in Bucharest and Brasov, then name them. I suspect that this is complete hyperbole, because when I think of the worst and most shunned neighbourhood in Cluj – Pata Rât where the Roma population was gathered to dwell on a rubbish dump – it isn’t a dangerous, no-go area by USA or South American standards at all. I and fellow cyclists have often passed through Pata Rât at night when returning from cycling trips in the surrounding mountains, felt no danger when stopping to chat with some kids in the street curious about the bike, and the real danger is merely the fumes of burning plastic. Quite a few tourists and Erasmus students also go to get a look at that neighbourbood.
Living there, I don't believe you. I went often in Ferentari and never had trouble.