The Egyptian government has been fighting back against peaceful protestors in the cities surrounding Cairo, so stepping out of the city could mean stepping into an active warzone.
North Korea
Only recently have tourists been allowed within the limits of North Korea, which has been a massive breakthrough since they closed their borders to the outside world. However, these tours are highly curated by the government, and if any tourists stray from the pre-determined path, there could be hell to pay.
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