From The Truth About Guns:

Americans need to understand there is no legal obligation for the police to protect you, which is affirmed by the Supreme Court and multiple lower courts. (See Castle Rock v. Gonzales, Warren v. District of Columbia, and Lozito v. New York City). Should the police fail to arrive or protect you when needed, you can’t even sue for neglect.
Thus, given the legal and logistical realities, taking the initiative to protect yourself should be as sensible as any other proactive measure such as having a fire extinguisher in the home or jumper cables ready in the back of the car. Should disaster strike, preparedness will make all the difference in the world. Protecting your one and only life deserves no less preparation and investment, especially in our increasingly complex and uncertain world.