What explains the emergence of vigilante organizations? Throughout the world, vigilantes emerge to illegally punish perceived criminals, often leading to serious consequences. However, the literature presents partial and conflicting explanations for this phenomenon. This article argues that local economic inequality creates a situation ripe for vigilante organizations. Inequality creates demand for vigilantism because poorer citizens feel relatively deprived of security compared with wealthier neighbors who have advantages regarding private and public security. In addition, inequality suggests a patron-and-worker distribution of labor, and this is ideal for organizing a particular type of group, the patron-funded vigilante group. Empirical tests use original data on the 2013 wave of Mexican vigilante organizations, present in 13 of Mexico’s 32 federal entities. Municipal-level income inequality is robustly associated with organized vigilantism. Less support is found for competing explanations.