That is an excellent question and one that concerns me as well. I run every day (or nearly so) and I'm always alone. I have a horse farm and when I am home I run on the back pasture. It is secluded, surrounded by trees and woods on the three outside perimeters. I feel safe there and I know that my husband does not worry about me, either. He does check on me occasionally, though, if it seems to him like I've been gone a very long time.
When I am not home I am at camp. Our camp is in a very rural area of GA. We go there frequently, taking horses and riding trails through a large section of national forest land. If it is dark, I generally remain in the camp while I run; but if it is not dark I might choose to run a portion of the trails, though I don't do that very often. What I do choose to do often is to run on the dirt road that the campsite is on. It has a lot of hills, which I don't get at home. It is also seldom travelled. I often see no one on that road until I get back to the camp, and I have become somewhat familiar with the few people I do occasionally see.
A few of the neighbors within the camp have begun telling me I should remain there and not go down that road. They go so far as attempting to scare me with invented stories about large animals thereabouts, etc. They rehash the news stories we hear about things happening to women running/walking/cycling alone in rural areas. I know they only tell me these things because they care about me and they think I am unconcerned and have no idea what could happen. They are wrong. I am concerned, I do know what can happen and I remain alert and aware of my surroundings when I am out.
Being alert and aware may not be enough, though. Since I am determined to enjoy these moments on the road (and occasionally on the trails), what can I do to make myself less vulnerable? I've thought about mace, pepper spray, and even a gun. None of these ideas appeal to me.