What explains the emergence of organized private enforcement in the United States? We study the formation of vigilance committees—that is, coercive groups organized in a manner not officially sanctioned by state law and with the purpose of establishing legal and moral claims. We argue that these committees were primarily intended to help create civic political identities in contexts of social ambiguity and institutional instability, what we call social frontiers. Relying on quantitative and qualitative analysis, we find that these committees were more likely to form in contexts where levels of ethno-nationalist heterogeneity were high and where political institutions had recently changed. Contrary to common wisdom, vigilance committees were much more than functionalist alternatives to an absent state, or local orders established by bargaining, or responses to social or economic conflict. They constituted flexible instruments to counteract environments characterized by social and political uncertainty.