THIS article is intended to demonstrate the relevance of historical sociology of state formation and market building in order to understand the extraordinary proliferation of private violence in Russia that accompanied the series of reforms initiated in 1987. In just a few years, a multiplicity of previously unknown violent groups appeared on the scene as the Soviet state moved toward collapse. Among them were criminal fraternities formed in Soviet prisons, sport teams that turned into racketeer gangs, organizations of Afghan war veterans, Cossack unions, and segments of the state coercive agencies acting as autonomous protective associations. Behind the differences in their origin and their legal and moral status, one could notice a puzzling similarity in their patterns of action and practice at the emerging markets. They intimidated, protected, gathered information, settled disputes, gave guarantees, enforced contracts, and taxed. Most of them also looked and spoke alike, although some occasionally wore state uniforms. My research has been guided by the assumption that they should indeed be treated as one group and that their similarities have derived from the management of the same resource: organized violence