Simpsons Season 5, Episode 11: Homer the Vigilante

A crime wave hits Springfield, caused by the elusive cat burglar and Lisa's saxophone is stolen, so Homer agrees to try to get it back. The police are ineffective, so Flanders creates a neighborhood watch group, which Homer takes charge of. However, Homer's incompetence causes the vigilante group to commit more crimes than it prevents, and they are unsuccessful in catching the cat burglar.