Usually, yes, even in cities considered "safe" by Brazilians, although even so, it varies by region (Northeast and North are the worst regions in crime rates, while the Southern region is the best). Is possible that this can improve for now where I live (São Paulo state) because at least the new governor seems interested in solving the issues, well, he went on the UN military mission in Haiti in 2004. The US Department of State isn't wrong
on its travel advisory.
Impunity here is high (just see the current Brazilian president, who was condemned for corruption) and it's been a chronic issue for decades. After this, I didn't get surprised by anything else (a few years ago, an attack
like this happened where I live) and I don't understand how Brazilians still get surprised. This and other things are one of the reasons I intend to live in another country.