For the last fifteen or so years, there has been growing economic and political optimism regarding Latin America. However, this is also the continent with the highest homicide rate as well as endemic political corruption – increasingly tied to criminal activity and members of State security institutions. The " normalization " of the State's repressive behaviour in the name of democracy, while also reinforcing certain of its authoritarian trends, is a standard practice in Latin American countries. To what extent is this paradox intrinsic to the democratization process these countries are going through? To bring some elements of a response, the " grey zones " concept will be developed here through the example of the phenomenon of " militias " in the western area of Rio de Janeiro.