For Chicago, I'd expect "at the crime scene" to be more common.
New Orleans, Detroit, Newark, Baltimore, Oakland, Kansas City, Philadelphia, Atlanta, Cincinnati, Stockton, Cleveland, Memphis, DC, and Miami (in that order, from most deaths/capita to least) [0].
You were saying?
[0]: https://en.wikipedia.org/wiki/United_States_cities_by_crime_...
Pretty sure it was a joke anyway, for some reason Chicago has replaced Detroit in "you'll get shot" references.