Yes - but Harborside is next to Pullman/Roseland - The Old South Shore Country Club is outright dangerous. Joe Louis and River Oaks doesn’t need comment.
South Shore is not as well maintained as it was during its glory years as a private club, but the Chicago Police Department has a substantial presence there since the mounted police stable their horses there. Once you are on the property things are usually okay. I have heard bad things about safety at Jackson Park. River Oaks was a muddy mess the last time that I golfed there.