Is there anyway you can change your shifts or working time? Most people I've worked with are more understanding than you'd think about issues such as these, especially when your safety/wellbeing is at question. Or can you work in a similar job but with different or more flexible hours? I understand though, that if it's a pub/bar shift, sometimes you'll get very little flexibility in when you can finish work, but this is always an option. If not, at the bar I used to work at the manager used to give a lift home to one worker (although she was the oldest and had worked there for ages so they had a good relationship), even if it wasn't particularly late at night. Or employees used to give each other a lift when they could (you could offer to pay for petrol/the inconvenience).
Don't listen to the guy above btw - I feel uneasy walking after dark where I live (it's not the safest area) let alone at 1am and would avoid the bus after around 10. But the other poster makes a good point, that you should weigh up the cost of a taxi compared to not being able to work in the job - unless it's London of course where taxis will be stupidly expensive.