Some people argue (see comments) that carrying a handgun won't do much to protect you from criminals, saying that there won't be very many occasions in which having a gun will make the difference between life and death. I don't think that's true, but even so, human criminals aren't the only predators to worry about, even in urban environments.
There have been two high-profile dog-attack stories recently. In the first, two dogs on leashes with their owner killed a women in San Francisco, and more recently three pit bulls with a history of endangering humans escaped from a yard and brutally mauled a Colorado lady to death. There's no way a human (especially a woman) can fight off two or three huge dogs bare-handed. Dogs are always armed with deadly weapons, and as these two cases illustrate they can't always be controlled by their owners. I expect that we've all been chased by dogs at one time or another, possibly afraid for our lives and completely defenseless. If these women had been armed, they might still be alive.