Yes, there are many types of predatory flies, some of the most fantastic are in the family Asilidae, these are commonly called robber flies because they capture or snatch their prey in flight. Here is an example of these flies:

It belongs to the family Asilidae and the genus Blepharepium. Its colors resemble wasps, this allows them to avoid certain predators, this deception tactic is called batesian mimicry.