Why do high rates of interpersonal violence sometimes persist despite the presence of a strong state? We argue that this is because individuals who grow up in unsafe places learn to distrust criminal justice institutions, such as police, and to rely on themselves and their family for protection. Even if institutions improve, they persist in these self-defense habits. To examine the empirical viability of this argument, we study millions of internal white US migrants. We find that migrants from historically unsafe states carry much of their risk of violent death with them, including the risk of police violence. They do so even when compared to similar migrants living in the same region. In a large-scale national survey, we find that they distrust law enforcement and are more likely to rely on themselves for protection in dangerous situations. Our results have implications for which strategies governments could adopt to reduce violence.