This Cobalt Blue Zebra is sporting a recent battle scar!
As already mentioned, Malawi Mbuna can be an aggressive fish. They are not compatible with a normal tropical community setup. Mbuna can be classified as mildly aggressive(such as the Maylandia Callianos), aggressive(such as the Labeotropheus trevawasae), and extremely aggressive. The extremely aggressive species such as the Melanochromis, are really only suitable for the experienced aquarist.

The species I keep are all either mildly aggressive or aggressive, but in general my tank is a relatively peaceful tank and it is very rare to find any deaths as a result of aggression. I believe this is due to careful selection of species. This came about by taking a copy of the 'Back To Nature Guide To malawi Cichlids' by Ad Konings with me whenever I went to purchase stock. Mixing suitable tank mates is a fairly complicated subject and one too complex to cover here, but generally speaking Mbuna of the same genus(i.e Labeotropheus) will be more likely to attack tank mates with similar colouring and marking, and males will attack other males of the same species if competing for a female. It is for this reason that it is often suggested stocking 1 male for 3-4 females.
For further help and advice with stocking I suggest the website www.malawikeepers.com as a great resource.