Crime is more likely to occur in urban areas, as opposed to rural ones, because there is more opportunity to commit crime in places where there are more people and businesses. Many crimes, such as pickpocketing, for example, benefit from density. The thieves depend on being able to snatch a wallet or purse and blend into the crowd before the victim realizes what happened. Also, there are more types of criminal choices in urban areas. Thieves can rob cars or people, burgle homes or businesses, shoplift, buy or sell drugs, start pyramid sales schemes, and so on.
Many crimes, perhaps most, are crimes of opportunity (for example, the young man wasn't looking to steal a wallet, but the car was unlocked and the wallet was on the front seat). There are many more cars—and wallets—in urban areas, so the odds are much better that such a situation will occur. Other crimes are spontaneous—a drunken assault, gunshots following a heated argument, property damage during a mass celebration—and the more people there are together, the more potential there is for a normal evening to turn violent.
I'm not convinced that crime is more likely to occur in western areas than eastern. But if that's true, I would chalk much of it up to geography. Generally speaking, the western US has more open land than the eastern part of the country. There are more woods, mountains, and desert in which to hide or to dump a corpse. Cities are generally smaller and spaced farther apart than in the east, so it's easier for, say, bank robbers to pull a heist and then get on the freeway and out of town quickly.
Again, with less people in the west, even in its cities, the odds are better for the criminals. Several renowned serial killers have come from western states, and it took police years to track them down. Because there is so much geographic space, people are used to living independently and leaving their neighbors alone. Consequently, they don't know their neighbors very well and might miss warning signs of criminal activity.