An excerpt from the Freakonomics Blog:

Crime rates have a large influence on the choices people make about where to live. The amazing declines in crime over the last fifteen years have been especially strong in big cities, a factor that helped fuel an urban renaissance. Ironically, however, some of the lowest murder rates are found in places where one might suspect just the opposite to be true: U.S. prisons. The Bureau of Justice Statistics recently released data on the causes of death among inmates in state prisons. In 2005, 56 prisoners were murdered. There are roughly 2 million inmates held in state prisons, meaning that the homicide rate per 100,000 prisoners last year was only 2.8. That number is less than half the rate of New York City (6.6 per 100,000) and an order of magnitude lower than Baltimore (42 per 100,000). Indeed, of the 66 largest cities in the United States, only El Paso, Tex. and Honolulu, Hawaii have lower homicide rates than the state prisons.

Interestingly, suicide rates in prison are about average for the U.S. There were 215 suicides in state prisons in 2005, for a rate of roughly 10 per 100,000. The overall suicide rate for all Americans is 10.6 per 100,000.