My notes quote Chosen Mishpat 388:9:
Normally, it is prohibited to hand over a Jew to idolaters, even is he is wicked, and anyone who does so loses his portion in the World to Come.
If my neighbor kills someone, and the police ask me where he is, and I know, am I really forbidden to turn him in?
Barry Epstein, Dallas, USA
One should definitely consult a competent Rabbi before turning him in. (The question is many-faceted and involves many details and factors that must be taken into account.)
Allow me to relate not to the question at hand, but rather to what I believe may be the motivating force behind the question. We are required to believe (and if we look carefully we shall have no trouble believing) that the only justice is in the hand of G-d and in His Torah. Any other legal system, no matter how "advanced" or "enlightened" it seems, when compared to the justice of G-d is merely a travesty.
D. Zupnik
The quote you cited happens to be one of the most misunderstood laws in the Talmud. Firstly, the vast majority of Rishonim explain that the law of the land only applies to monetary issues. Second, no Halachic authority is of the opinion that the following "the law of the land" supercedes even the smallest Aveirah.
D. Zupnik