This article disputes recent studies that find no relationship between homicides and vigilantism. Using a unique panel dataset that controls for time and region, this study shows that the relationship exists. The evidence is consistent with the theory of low-capacity states: high homicide rates indicate unchecked criminal enclaves that further corrode trust in police. The territorial gaps in the central state’s presence that O’Donnell once called “brown areas” cost people their lives. Vigilantes react through defensive movements in which ordinary people substitute for the police to fill a security gap. The panel results also indicate that wealth inequality matters. Business people reportedly finance the vigilante organizations, which helps them to sustain collective action over time. Together with income inequality, Mexico’s low-capacity state facilitated an armed vigilante movement between 2012 and 2015.