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Yes, you will want to shut them in. I live in a suburb of a major city. A wildlife count of what I've seen in my yard or within one block in the last few months includes (not a full list)
Deer (right in my front yard close enough to my house to get the motion sensor security lights)
Fox within one block
Raccoons inside my privacy fence
Opossums (within the block, many times)
Armadillos within a mile (though not a threat to chickens)
Snakes, many times - big enough to attempt to go after chicks or young chickens
Hawks & Owls, Crows/Ravens, Blue Jays (Jays are dangerous to young chicks)
Skunk - haven't seen them, but have smelled them
Feral/Stray Dogs galore
Feral/Stray cats
I suspect there are coyote in my area, as well (yes, in town) & wouldn't be surprised about other animals, such as bobcats
I have even seen beaver & muskrats right in town, but not right near my place. Of course, they aren't a threat to chickens.
The gist of this is that any animal that is a predator threat in the countryside can also be a predator threat in town. The ecosystem near your home will determine how much variety there is in the wildlife that could threaten your birds, but be assured that there ARE animal threats out there.