Novel of-duty police work in Brazil
Off duty police, and retired police, are hiring out as "militia" in Rio. The slums there have long been ruled by drug gangs, and are virtually war zones. (Current issue of Soldier of Fortune has an article on it -- basically, in large areas the gangs rule the place, and anyone who objects will be tortured and killed). The official police function there is essentially to protect the rich and powerful, and neglect the poor.
So the off-duty work consists of forming a group (which the article calls a militia, in the way the term is now used to mean any non-governmental armed group), and hiring out to the slum residents. Pay them so much per household, and they'll do what the government will not ... hang out with their guns and drive the druglords away.
The governor of the state opposes them, saying the government should provide security, but the mayor of Rio defends them, saying anything is better than rule by drug gangs. The locals seem to love them.