Magnificent Bastard: Loads, but Egill of Egils Saga stands out. He grows into the sort of nasty old man who planned to throw silver coins into the crowd at the summer assembly just to hearnote He was practically blind by then the people break out fighting, then later buried his two chests of silver, given to him by King Athelstan just to keep anyone else from getting it. And he, of course, killed the slaves who assisted him, at least the saga states that nothing was ever heard of either the silver nor the slaves.
Möršr Valgaršsson, also from Njįls Saga, could count as a less "cool" example.
Mary Suetopia: A peculiar inverted example. Many right-libertarians or free-market anarchists like to point to the Icelandic Commonwealth as the main historic example of a successful individualistic society with the rule of law but no central government or official law enforcement. The sagas, however, frequently demonstrate that the rule of law is pretty useless in terms of actual justice if you have to enforce judgements yourself and the wrongdoer is tougher or more powerful than you are. In history, the Icelandic Commonwealth essentially collapsed into civil war when so much of the agricultually-practical parts of Iceland got inhabited that people who were forced out of their homes or didn't get on with their neighbours couldn't go and move somewhere else.