Quoted:
Similiar along those lines was a law suit a few years ago against a local police dept after someone was attacked and/or robbed. The US Supreme Court ruled that the police have NO obligation to prevent crime or words to that effect. IOW, the local police depts are immune to any law suit about them not preventing crime. States would fall into that same catagory as far as legal entities go, IMO.

Well, I haven't found a Supreme Court case but the most famous cases are probably Warren v. District
of Columbia, D.C. App., 444 A.2d 1 (1981) and Riss v. City of New
York, 293 N.Y. 2d 897 (1968).

Don Kates wrote v. 18 of the AMERICAN J. OF CRIM. LAW (1991):

Typical of cases enunciating the non-responsibility of the police for
protecting individual citizens is Warren v District of Columbia [17]
in which three rape victims sued the city and its police department
under the following facts: Two of the victims were upstairs when they
heard the other being attacked by men who had broken in downstairs.
Half an hour having passed and their roommate's screams having ceased,
they assumed the police must have arrived in response to their
repeated phone calls. In fact their calls had somehow been lost in the
shuffle while the roommate was being beaten into silent acquiesence.
So when the roommates went downstairs to see to her, as the court's
opinion graphically describes it, "For the next fourteen hours the
women were held captive, raped, robbed, beaten, forced to commit
sexual acts upon each other, and made to submit to the sexual demands"
of their attackers. [18]

Having set out these facts, the court promptly exonerated the District
of Columbia and its police, as was clearly required by

    '[the] fundamental principle of American law that a government
and its agents are under no general duty to provide public services,
such as police protection, to any individual citizen. [19]'

As the phrase "fundamental principle of American law" suggests, this
holding is not some legal aberration unique to the District of
Columbia. It is universal, being enuciated by formal statute as well
as judicial decision in many states. [20] Nor is it simply a cynical
ploy for government to avoid just liability. The proposition that
individuals must be responsible for their own immediate safety, with
police providing only an auxiliary general deterrent, is inherent in a
high crime society.

Consider the matter just in terms of the number of New York City women
who each year seek police help, reporting threats by ex-husbands,
ex-boyfriends etc.: to bodyguard just those women would exhaust the
resources of the nation's largest police department, leaving no
officers available for street patrol, traffic control, crime detection
and apprehension of perpetrators, responding to emergency calls etc.,
etc. [21] Given what New York courts have called "the crushing nature
of the burden" [22] , the police cannot be made responsible for
protecting the individual citizen. Providing such protection is up to
the individual who is threatened; it is not the function of the
police.

Peter Kasler described the Riss case:

One of the leading cases on this point dates way back into the
1950s.(11) A certain Ms. Riss was being harassed by a former
boyfriend, in a familiar pattern of increasingly violent threats. She
went to the police for help many times, but was always rebuffed.

Desperate because she could not get police protection, she applied for
a gun permit, but was refused that as well.  On the eve of her
engagement party she and her mother went to the police one last time
pleading for protection against what they were certain was a serious
and dangerous threat. And one last time the police refused. As she was
leaving the party, her former boyfriend threw acid in her face,
blinding and permanently disfiguring her.

Her case against the City of New York for failing to protect her was,
not surprisingly, unsuccessful. The lone dissenting justice of New
York's high court wrote in his opinion: "What makes the City's
position [denying any obligation to protect the woman] particularly
difficult to understand is that, in conformity to the dictates of the
law [she] did not carry any weapon for self-defense. Thus, by a rather
bitter irony she was required to rely for protection on the City of
New York which now denies all responsibility to her."(12)

There are many other cases on this question (and many states have
encted statutes to protect governmnets from suit). See also, for
example:

Keane v City of Chicago, 98 Ill. App.2d 460, 240 N.E.2d 321 (1968).

Silver v City of Minneapolis, 170 N.W.2d 206 (S.Ct. Minn. 1969)

Hartzler v. City of San Jose, App., 120 Cal. Rptr 5 (1975)

Sapp v City of Tallahassee, 348 So.2d 363 (Ct. of Ap. Fla. 1977)

Reiff v. City of Philadelphia,  477F. Supp. 1262 (E.D.Pa. 1979)

Chapman v. City of Philadelphia, 434 A.2d 753 (Sup. Ct. Penn. 1981)

Bowers v DeVito, 686 F.2d 61 (7 Cir. 1982) (no federal constitutional
requirement that state or local agencies provide sufficient police
protection)

Davidson v. City of Westminster, 32 C.3d 197,185 Cal. Rptr. 252,649
P.2d 894 (S.Ct. Cal. 1982)

Morgan v. District of Columbia, 468 A2d 1306 (D.C. App. 1983)

Morris v Musser, 478 A.2d 937 (1984)

Calogrides v City of Mobile, 475 So. 2d 560 (S.Ct. Ala. 1985) quoting
with approval from Weutrich v Delia, 155 N.J Super 324, 326, 382 A.2d
929, 930 (1978) "'a public entity such as a municipality is not liable
in tort for its failure to protect against the criminal propensity of
third persons'"

Lynch v. N.C. Dept. of Justice, 376 S.E. 2nd 247 (N.C. App. 1989)

Marshall v. Winston, 389 S.E. 2nd 902 (Va. 1990)

Simpson's Food Fair v Evansville, 272 N.E. 2d 871 (Ct. of Ap., Ind.)

Quoted:
My point is the "nanny state" no matter how noble always goofs up. The sue cause I can't carry concealed, is just basically saying the "state" wasn't acting "nanny state" enough.