Siena is a safe place to wander around alone at any time. However, if you would like some more security tips visit http://www.lifeinitaly.com/travel/safety-tips.asp for more information on other towns in Italy.
Useful telephone numbers:
Police (Viale F.Tozzi; tel. 0577 292550).
Police-Emergency (tel. 0577 288561, free number: 113).
Police Headquarters (tel. 0577 201111, free number: 113; Via del Castoro (off the Cathedral).
Carabinieri (tel. 0577 42356, free number: 112).