Thugs are very similar to gangsters, but they are often much more violent, vicious or cruel. They are not cowards, are ALWAYS willing to fight, and can take pleasure in trying to intimidate, rob or shoot people weaker than themselves. Usually they come from the "underworld." Basically, thugs are villains of the brutal, thuggish variety.
A thug can also be a slightly downgraded version of a brute (like Bullet or Nikolai Belinski), but they're usually on a medium scale from a bully to a homicidal villain.