TVTropes has a great entry called Crapsack World, which covers any setting where the innate horribleness of the environment, both physically and morally, taints the entire world view of the characters and most of the plot. However, one of the obvious tenets of the Crapsack World setting is that it can’t be escaped from: there’s nowhere else to go.
Not so for the Crapsack city, vampire stricken town, or other murder, war, and crime plagued locations. Considering these places’ incredible frequency of death, unlawfulness, or unexplainable phenomena you’d think everybody would have moved out years ago. And yet… as far as you can tell they still function in much the way a normal community would.