Ah, I didn't know such classes are called "hostile environment awareness training." If you google a bit, you can find some listings in the US. I have no idea which one is good. On the other hand, it seems like if, say, you're going to the dangerous parts of South Africa, maybe it's better to get training in South Africa.

If you actually have to go abroad to dangerous places, there is no substitute, I guess. But if this is just for personal curiosity, you can perhaps get a taste of parts of the curriculum at some firearms schools that teach car hijacking situations, trauma management, force on force, guarding/protecting clients, etc. There are also driving courses for security people. I am guessing you're in New York, Acropolis, so you are probably very limited in your training options if you're a civilian. The closest firearm schools I know of to you is in Ohio. For surviving in NYC, that may get you pretty close.

Caveat: I have no idea what I'm talking about. I just have a tenth degree black belt in google-fu.