This thread devolved quickly. If I knew scubaboard better, I'd recruit Ron Burgundy memes. I think for the thread to be useful, the place in question needs to have more warning necessary than the normal "don't be an obvious tourist" spiel. Almost every place, including the US obviously, has places that need that disclaimer.
For places that get my extra few minutes of study and review, Sipadan is one I've looked at and read the kidnapping reports and keep that in mind when I think of it. My ability level and budget has kept me away more than the kidnappings, but it's worth keeping in mind. There are places in the southern Philippines that also are dangerous with the same issue, but most of the diving is away from there. Manila is actually probably more dangerous than any dive location in the Phils, but just for the usual issues of robbery/theft/mugging.
Another place worth remembering is Lima, Peru. Although I don't know of diving in Peru, if you are traveling to various places in the region and transiting through there (it's a LAN hub, for example), it is considered a bad place to have checked bags. Many stories (although I'm sure there is exagerration) claim that drugs unwittingly end up in random checked bags there if you have much of a layover, especially on the LIM-MEX route.
In S. Africa I went to do a shark cage trip, and the robbery/theft is above average also, IMO and IME as a tourist.