The vigilante and the paranoid have yet to reveal their roles to me.
The paranoid is a wee bit unhinged by his experiences in some horrible and bloody war. During days, he's perfectly normal but during the night he keeps to himself and relives the horrors of his past. The Paranoid will kill whoever was the first person to target him in any way during the night, whether it be mafia or townie (such as a paramedic opting to protect him). The Paranoid is unable to NOT kill, but will only kill one person a night. Should two persons interact with him during the night, the first person will die but the second will not. Special note, investigation powers can be used on him without fear of death since the Detective is merely investigating him and checking his background and is not directly interacting with him. Also, the paranoid is not aware that he's insane and thus believes himself to be a normal townie.
The paranoid doesn't know that he's the paranoid. Anyone popping up to say that he's a townie is a potential paranoid (and also a potential mafia member).
This is a rule that changes quite often, depending on the GM. In some games, the paranoid is aware of his identity; in others he's not. That's why I usually make a point to check to see which variation is being used at any given time.