3. Lagos, Nigeria

Lagos, Nigeria is the largest city on the entire continent of Africa and is one of the fastest growing in the world. Those two alone qualify if for horrifying city, but there is more. Boko Haram, a particularly unpleasant group of Muslim extremists frequently put Lagos in the news.
The US State Department ranks Nigeria as Level 3: Reconsider Travel. They list both terrorist action and violent crime as good reasons not to visit or live in Lagos.