During the Great War, the National Council of Defense gave State Councils of Defense the power to raise homeguard units, which I do believe though it is hard to source material might have been primarily used when raised to crack down on dissidents.
It is far more of a certainty that during the war vigilante groups like the American Protective League and American Defense Society were supported by the government, used as auxiliary Secret Service men for raiding dissident gatherings, as additional strikebreakers for company police, and even after the war being involved in investigation for the commission in New York hunting down radicalism that saw a raid on the Socialist Party of America's Rand Institute.
In the Interwar Period, the National Security League formed a powerful lobby that like certain groups today provided a rating of public officeholders based on how they matched up to a quasi-fascistic vision of an America where national service was mandatory, the national resources were coordinated for emergencies and war by the state, there were national highways, and undesirable citizens were gradually removed from the population through various means. This was not considered a fringe group in its heyday and still wielded considerable power to get elected or prevent election of officeholders as late as the 1930's.
In the 30's, the Communists seem to have switched to Popular Front tactics after what happened to the Red Front Fighters in Germany and didn't do too much of that stuff, preferring to organize the unemployed, housewives, tenants, just about anybody they could organize. However you saw at the height of militancy the radical youth wing of the Socialist Party of America forming squadrons of blueshirted, red-tied, saluting Socialist Vanguard militants - apparently modeled on the German SPD's short-lived anti-fascist Iron Front, not the RFB.