Certain cities you have to be a little more mindful. We were once followed by a couple of people in Guangzhou in a not so good neighborhood. We were not carrying any camera equipment, we were just in town for the Canton fair. Me and the other guy in the group spoke some Hokkien, organized and walked in a triangular formation behind the girl in our group. Holding heavy stuff in our hands preparing to use them as weapons to bash them. After around 300m of tailing us, they turned around and walked away.
In Beijing food street in Wangfujin, a friend of mine saw a kid picking the pocket of a lady in front. He shouted out and scared the kid away. 15 mins later a gang of older kids (a couple looked like adults) came back with him and started tailing my friend. He quickly hopped on a cab and left. The cab driver told him he was very lucky. Not being racially biased or something but those pickpocketing kids looked like they are Xinjiang people.
While I admit most of China is very safe. Never be too sure to be complacent about personal safety. A little common sense goes a long way.
Most of the crimes are not robbery anyway. Most are pick pocketing, or some scam to get you go to bars or KTVs or fake goods place, and rip you off there. Some are simple scams to get your 'donations'.
Watch out for the all famous taxi scam. Just remember to take taxi from the proper cab line, ignore all those that ask you if you need cab or transportation. And always either get confirmation on the rate, or use the meter, before entering a taxi. Shanghai and Beijing are pretty ok nowadays. Some cities do not use the meter at all, some you just have to watch out and understand how it works in that particular city/town.