Evolution has equipped humans with a strong desire for retribution for wrongs done to them. Recent studies have shown that victims of perceived wrongs will even go as far as to suffer losses themselves in order to gain revenge against their abuser. It is speculated that the emotional need for retribution is based on the need for an orderly society. In a primitive society, it is risky to harm or kill another member, since the harmed individual or his family and friends will try to seek revenge.
This system works in a small, closed society, but as increasing numbers of people share the same community, vendettas become more common. Such "Hatfield vs McCoy" situations make life uncomfortable for other members of society, and there is a very real fear of vengeance being placed on the wrong party. Therefore, governments usually take over the role of meriting out retribution. "There is no need for YOU to seek vengeance," the state says. "Instead, WE will do it for you, in a fair and just manner."
Unfortunately, many modern governments have forgotten the purpose of punishment, thinking that justice is merely a matter of repaying loses due to the victim. "Don't worry. You may have lost your loved one, but he's paying his debt to society by making license plates for a couple of years."
Governments, being inefficient at everything they do, also simply botch the function of justice. A criminal, even a murderer, is very unlikely to be caught. If caught, he (and most criminals are male) will almost certainly not go to trial. If tried, he will probably get off. And, if sentenced, he'll almost never serve out his entire term. This system ends up with victims and their families bitter and unsatisfied, and sometimes seeking to gain revenge on their own.