The Militia is an paramilitary style organization that seems to have formed on The Border between the U.S. and Mexico after the apocalypse. It's command and control functions are unknown, but it can be assumed it has a structure similar to that of the U.S. Military. It's main function seems to be to protect the border and to prevent anyone crossing between the two countries.
It is currently unknown if they are sanctioned by whatever remains of the government, if they are just private citizens concerned about "immigration," or if they are in anyway connected with the Survivalist Organization.
It is highly possible that the militia is really the remnant of the United States Border Patrol and Nation Guard units who went AWOL, who are continuing to carry out their Pre-Apocalypse job of preventing illegal immigration.