Thieves Guilds would not exist for lots of good reasons already listed. However individual mafiosi type groups/organised crime within each town/city seems a certain possibility.
See the "Collected Griselda" for the story where Griselda mentions her family connections in Alone. It did not say explicitly, but I certainly got the idea that you broke the law for "The Family" or else had nasty accidents if you tried to freelance.
Cheers, Andrew
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