The Beatles touring was become more and more frightening to them during the 1964 tour of North America. They had death threats, predictions of airplane crashes and crazy riots. The first of the big death threats seems to be from Denver, Colorado. This note, seen here, was sent from a "Beatle Hater" prior to the show and was investigated by the FBI. The Beatles were fully aware of the risk they took as they performed, as were Brian and George Martin as you can see from this quote from the Anthology. (This quote really stuck with me after all of these years....maybe because we all know the fate of John).
There had been death threats. I remember going to one of their concerts at the Red Rock Stadium in Denver where Brian and I climbed up on a gantry overlooking the stage, and we looked down at the boys below during the performance; and the amphitheatre is such that you could have a sniper on the hill who could pick off any of the fellows at any time - no problem. I was very aware of this, and so was Brian, and so were the boys.'
If you would like to read the FBI files, there are available here.