I suppose all responses to crime would be considered vigilante since you're implying the only legitimate (non-vigilante) form of violence is that of the state. In a voluntary anarchist society you could still have something like a police force. Everyone could opt to pay for salaries, equipment, etc. and give a select few the responsibility to answer calls of distress/punish people who violate the rights of others. But their authority would be recognized only by the people who take part in the voluntary system, so you get away from the 'taxation is theft' problem.
But yeah, if you're out in the Mad Max desert and some dickhead steals your ride, its your responsibility to solve that problem...or more to the point it was your responsibility to prevent this in some way- maybe settle in a place with the aforementioned sorta security force or at least arm yourself in order to protect your property/deincentivize crimes against you.