Governments attempt to monopolize force, and there are primarily three types of force which are not government initiated.
Generally, police are used to counter the first, and military used to counter the second.
The third, internal force to overthrow governments is either
Governments which have a high level of force directed against them generally use a military structure to control that force (as opposed to a civilian police structure). Generally these governments are undemocratic, or have a large section of the population who are with to repress others.
Maintaining a military to repel external force is a necessary overhead. Any nation with any degree of wealth will be invaded almost immediately without a military deterrent. Some libertarians believe that governments should not take taxes to pay for a military. In a perfect world (where no one had a military), this would be fine, but in the existing international political climate it is just naive. These people should either get a life, or end theirs.