Depends on the definition. Are you talking about someone picking up a gun, getting a couple buddies, and then proceeding to start knocking off Humanis goons because they put your ork buddy in the hospital? Damn straight, those exist. Guy who loses a loved one in a Yakuza attack, decides to declare war on the Yakuza? Sure, it happens. Someone dressing up in a costume like Batman and Punisher and trying to take on all organized crime? It may happen, but mostly only in trid shows.
See, vigilantes tend to burn out fast. Sometimes they accomplish their goal, and go back to business as usual, except there are new stories about why you don't fuck with Black Dan's family. Sometimes, they bite off more than they can chew, and get themselves dead while they're still small fry. Sometimes, the police catch them, and lock them up. Sometimes, they get bought off, or whoever they were attacking finds a way to make peace. Regardless, they aren't doing this over the long term. Why? Because there's a subtle difference between something being simply business (like when you take a run, even a hooding run, to hit some Yaks in response to a killing), and making something personal (like every Death Wish movie). Outside of trids, people who make it personal, and continue past a limited goal (the guys who shot my sister vs. the entire Shotozumi rengo), get caught if they're lucky, and get dead if they're not.
It is the same as running against the megas. You keep it 'strictly business', do the job you're paid for, and don't cause too much collateral damage, and you may go your entire career without a corporate reprisal team getting sent after you. You start taunting the corp, or leaving trails of bodies, or deliberately try to inflict damage to the bottom line over and above anything Mr. J could possibly have asked for, and you're going to be getting kill squads looking for you.