Yep, I've been threatened plenty throughout my life.
Had a few knives pulled, punches thrown, luckily my balls have floated me this far without bad experience. I guess I would attribute it to a cool head, I'm never even slightly aggressive so when someone tries to start something with me, I pretty much just call them on their BS and if they pursue it well, I extricate myself from the situation in the most non confrontational manner I can.
That being said, I've had some notorious run ins. Once beat down a guy who pulled a knife on me with an umbrella. Funniest thing I've ever seen.