I think if you were to scream "Look out!" or "Oh, my Diety!" at fear of being run down, that would fall under "emergency" and not under "etiquette".
However, if the moment of danger has passed and you are just looking for a way to express yourself afterwards, there is nothing that can be politely shouted at people.
I would note, however, that standing in the crosswalk while writing down their license plate and ostentaiously calling 911 to report texting/cellphone use/other reckless driving is perfectly polite. May not be SMART, but it is not rude.