But I was considering openly state sponsored organizations

There are quite a few parallels. Both were sanctioned by the government but outside typical law enforcement institutions. Both were designed to create terror. Both wore masks.

Going to have to go with the KKK.

Trump's storm troopers. Same, same.

Romanian Iron Guard
Croatian Ustaše
Chilean DINA
Haitian Tonton Macoute
Saudi Mabahith

Across the Eastern Front, Germany had many allies that helped in the fight against the Soviet Union. Romania, Finland, Hungary, and Italy stand out as countries that contributed major elements to the war, while Croatia and Slovakia also supported the Nazi war effort. Croatia, however, did not form part of the initial invasion force. While Spain was neutral, thousands of soldiers formed volunteer brigades and fought on the Eastern front next to their fascist allies.

In addition, many Soviet citizens from conquered territories took up arms against the Soviets. These soldiers were known as Hilfswilligers or Hiwis (Auxiliary Volunteers). For the most part, Hiwis were made up of Lithuanian, Latvian, and Ukrainian POWs who willingly switched sides.

There were hundreds of thousands of Hiwis, particularly from Ukraine, where many tens of thousands even joined the SS and voluntarily took part in the extermination of the Jews. It is estimated that around 250,000 Ukrainians served in Germany’s armed forces across Europe.

https://www.thecollector.com/facts-eastern-front-wwii/