Greetings,
I live in a small-ish town in NE Madagascar (Maroantsetra). I don't particularly feel in danger here, though our house was broken into, and I'm still in awe how the thieves got away with it while we, and our dog, slept. I have been told there is some sort of smoke that they use in rituals that renders one zombie-like.
In any case, we have since added three padlocks to each door.
As an expat here, I have two comments about the locals. First, no one will go out of their way to help you. If you happen to drop cash by accident in the market, they will just wait for you to move on and then pick it up. Second, I would say the police are a bit racist. You can't depend on them to come to your rescue unless you make it known you will pay.
In the capital, you have to be wary about pickpockets. They work in teams and are pretty good at what they do. Again, don't expect anyone to step in and help you. When there, I rarely go out at night and, if I do, it's via taxi from A to B.