Vigilante means keeping watch for possible danger or possibilities. You have to be vigilante with the Ku Klux Klan because they are dangerous.
Vigilante in this passage means, a group of people who take care of crime themselves and disregards the police. The KKK was a group of people who wanted to get ride of African Americans so, they did themselves, by harming the African Americans and making them feel threatened or scared for their lives.