This article seeks the essence and dynamics of the crime phenomenon in the municipalities of the State of Rio de Janeiro. The approach is statistical and econometric, using Principal Component Analysis and Granger Causality Analysis. The data obtained from the Public Security Institute of the State of Rio de Janeiro (ISP/RJ) comprise 47 variables and cover the period from 2003 to 2018. The hypothesis that the phenomenon of crime is integrated, complex, and dynamic, according to the Theory of Institutional Choice and the Theory of Broken Windows, was supported by the data. We identified four dimensions of criminality: Robbery, Theft, Crime against the Person, and Drug Crime. The results show that the municipalities have a moderate level of specialization in these dimensions of crime since the ordinal correlation is weak and is negative between the ranks in Robbery and Drug crimes. The results also show an intense network of interconnections between the dimensions of crime over time.