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Is Vigilantism Ever Permissible?
If the state is failing in its primary role, 'vigilantes' should direct their ire at the state, not criminals. So yes, you need to create a militia, but they need to be revolutionaries, not substitute police.
If this Band of Vigilantes is organized and supported by law they are functionally identical to the police, in which case why not just join traditional law enforcement. If they are acting outside the law and are relatively "unorganized" they are themselves hypocritical criminals.
This assumes that the failures are due to tyranny or corruption, rather than a simple lack of manpower.