Never played previous titles, but in Morrowind and Oblivion you could deal with all kinds of "threats" in any way you saw fit without involving the official law. Doesn't get any more vigilante then that.
It's not a matter of taking law into your own hands but doing so and being recognized for it. It's simple, you show up in town in your armor, steal something or kill someone and people will be afraid of you. But if you leave and come back with the armor off, no one will react.