Caveat: Most of what I am about to say draws on my knowledge of English feudalism. YMMV for other countries.
The important thing to note here is how relatively low in the hierarchy of the nobility an individual knight was. Knights and men-at-arms were almost always either attached to the household of a greater lord, or owed military service in exchange for land held from a greater lord. A knight or man-at-arms who would independently raid his neighbours (without authorization from whoever he was in fealty to) would be extremely rare, and counts and earls and the like had a vested interest in having the knights who owed them fealty *not* attacking each other. Much more common would be to be caught up in a dispute between different powerful nobles claiming land or rights. So Bob, a minor knight holding land from Earl Larry, might be part of a group that would harass Dave, a minor knight holding land from Earl Steve, if Larry and Steve had a dispute. If Dave and Bob got into a fight independent of Larry and Steve, the latter two would likely move very quickly to resolve the dispute through legal means.

Starting in the twelfth century, common law develops quite quickly in England, and both manorial and royal courts evolve to deal with "routine" lawbreaking. In the case above, Earl Larry and Earl Steve would likely hold their own fiefs from the King, and thus come under jurisdiction of the royal courts if they could not resolve their disputes on their own. (Kings, of course, also could intervene and play favourites.)