A low predator density is not synonym with "threat of extinction". Of course large predators are more prone to extinction because of lower numbers, but they usually exist in lower densities than prey (look, for instance, Lotka-Volterra equations and graphics, and also biomass and food pyramids). The risk of extinction is usually caused by fragmentation of habitat, that reduces population and gene flow.
Many preys form groups to avoid predation. That happens with schools of fish, caterpillars that walk as a multi-organism mass, grasshoppers that change behavior into locusts, bovids and related mammals, that make a circle with the horns to the outside to defend against predators.
So, it's not clear what you're asking. Is there any special case of low density of predator/modified prey behavior?
EDIT: If you want a more concrete answer, it will depend of the geographic region. But everywhere the largest predators are usually the most endangered. They usually prey on large mammals (but not only, since a jaguar can eat an anaconda or an alligator, etc.).
Here is an example from Alaska:
http://www.nps.gov/gaar/learn/nature/muskox-circle-defense.htm
If there is one predator—a lone wolf for example—the defense strategy
is to form a line. If a wolf pack surrounds the group, the muskoxen
will form a tight circle, all facing outward, forming a phalanx of
heads and horns.
https://www.youtube.com/watch?v=pb6Rke7jiTc
http://www.iucnredlist.org/details/3746/0
Although IUCN has no data about the subspecies Canis lupus arctos, they say:
Originally, the Grey Wolf [Canis lupus] was the world's most widely
distributed mammal. It has become extinct in much of Western Europe,
in Mexico and much of the USA, and their present distribution is more
restricted; wolves occur primarily but not exclusively in wilderness
and remote areas. Their original worldwide range has been reduced by
about one-third by deliberate persecution due to depredation on
livestock and fear of attacks on humans.
It may not be the case in Alaska, though.
Another example from Africa are zebras. There are many species from two different subgenera, but if Equus zebra is endangered, what we may think about their predators! Lions, for instance. They flock in groups so the stripes may confuse the predators about where one individual ends and the next begins - making a successful attack more difficult.
http://animals.howstuffworks.com/mammals/zebra-stripes.htm/printable