This is a movie set a world of illegal immigration and the drug trade, so you would expect it to have some sketchy looking settings.

Movies that are not specifically ABOUT bad environments will generally not feature them. It's much easier to film in nicer locations and even a studio set that is supposed to represent a poor or high-crime area will generally look somewhat fake.

There are definitely rundown areas in America. In the Los Angeles area, where most films are made and where Peppermint is set, there are plenty of bad neighborhoods. But looks can also be deceiving. There are many areas that look dangerous but actually have low crime and are only inhabited by wealthier people. In LA in particular it's not at all uncommon for a million-dollar house to be adjacent to an overgrown vacant lot, have litter on the street in front of it, etc. In places where real estate is at high demand you will have people with high income and low risk of becoming involved in crime living in smaller or older buildings that might symbolize poverty elsewhere.

Conversely some of the poorest, high-crime areas in other cities may look perfectly fine because in the U.S. even poor people own cars and sometimes public housing projects (which are generally the worst area in any city) have city employees who cut grass, pick up trash, etc. So you may be very much at risk if you are walking through these areas, yet from a picture they don't have the obvious dangerous character of a slum in Brazil or India because there are cars lined up on the street and there's no obvious decay.