When the men with guns who have always claimed to be against the system start wearing uniforms and marching with torches and pictures of a leader, the end is nigh. When the pro-leader paramilitary and the official police and military intermingle, the end has come. From On Tyranny: Twenty Lessons from the Twentieth Century (p. 42) by Timothy Snyder.
The obvious example is the Nazi SS, but also Iron Cross in Romania and Arrow Cross in Hungary. As Snyder explains further:
It is impossible to carry out democratic elections, try cases at court, design and enforce laws, or indeed manage any of the other quiet business of government when agencies beyond the state also have access to violence. For just this reason, people and parties who wish to undermine democracy and the rule of law create and fund violent organizations that involve themselves in politics. Such groups can take the form of a paramilitary wing of a political party, the personal bodyguard of a particular politician—or apparently spontaneous citizens’ initiatives, which usually turn out to have been organized by a party or its leader.
If you ever wondered why independent militias are usually illegal in the US, this is why. Or you may prefer to think of the National Guard as “official militia”.