Ibn Shihab (may Allah have mercy on him) said concerning a man who seizes his brother's killer and takes retaliation from him before bringing him to the imam: The Sunnah is that, in the killing of souls, no one may take matters into his own hands without the order of the imam.
It has also been narrated to us from Sayyiduna Umar (may Allah be pleased with him) that he wrote to his governors that no one is to be killed without his order.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنايات / 16079