Besides considering what the other answers recommend (and, let's note that it's worth checking out similar questions - like, as Brian mentioned: "How do I deal with an experienced player who doesn't interact well with my group?" - and their answers as well), I'd say, there are two further options.
First, you can rely on a consequent world to nudge this player's character(s) towards a more responsible behaviour.
- Killing NPCs which direct the story, effectively ruining the rest of the group's chances.
I'm sure there are NPCs stronger than his character in your world. And you don't even need to add a Gandalf to your story. Someone a bit more experienced, a bit more well equipped, a bit more paranoid and/or cruel will do. Maybe this new character is a friend of a previous NPC he killed, and knows what to expect and how to expect it. And perhaps this NPC will not kill off his character (in which case he'd just return with the same under a different name), but throw him in a welcoming (by which I mean rather unpleasant) jail for a week or two, or a year, to begin with. Teach him a lesson. Fight fire with fire. Of course, all this strictly in-game.
I mean: okay, Han Solo, you can shoot Greedo, you can chase around the guard alone, shouting on a practically invincible battle station, but when you try to shoot Darth Vader, a major player established as way stronger than you, he will take your gun with a flick of his dark hand, and will have you tortured a bit just to soften up your friends, errr, I mean, you.
- Spending all of his money on inane items like "appletinis" or "croissants".
Oooh, look, there comes Darth Vader, or the 1000 years old troll from under the bridge who ate even Saint Invincible and of whom we've been hearing tales for weeks, and he's willing to let anyone go who can pay him a one time tax of 1000gp. No, he's not accepting appletinis or croissants. He will probably get offended if you try to offer him these, and cut off two of your hands instead of just one. And no, your friends can't pay for you. It's your money or your hand(s). (Again, he won't kill the character. Just steer him a bit. Nudge-nudge, as they say in the Monty Python movies.)
- Killing civilians and guards without regard for consequences.
That "without regard for consequences" part, that should be dealt with. See above. Lord Vader doesn't like it when his subjects die, because he likes to have servants and receive taxes. He'll dispatch highly trained assassins / headhunters to neutralize you (not your friends), and should they fail somehow, he'll come after you himself. Because of a consequent, harsh, realistic world that doesn't tolerate stupidity or anti-social people for long. There's always more people out there with guns, crossbows, hundreds of minions, and statistical chance works for them. It's enough if only 1% of a hundred goblins roll 20 a round.
- One shotting bosses.
Again, bosses have meaner, more prepared, less "one-shottable" bosses who dislike their minions being one shotted (and have just learned how their minion was one-shotted, so that method definitely won't work against them.)
- Stealing treasure from other characters and refusing to give it back. Refusing to use his powers to help the group unless they offer him all of their best gear.
Now, that's the group's problem. Leave something for them to sort out as well. Ask them / remind them to go for realism as well. "What would you do in real life if someone did that to you?" is a nice question.
Let me emphasize that it is important to warn him of the consequences of the possible scenarios in advance both in-game and out of game, so that it doesn't feel like punishment is irrational, and comes deus-ex-machina, out of the blue. Let the group hear of Vader (or the 1000 years old troll) and his deeds first, in a tavern, from minor NPCs, etc. Show off the signposts, establish the rules of the world. When it comes to facing Vader, remind the player out-of-game whom he's about to cross. Also, remind the player of his actions possible consequences, notifying the others of their options, when he acts against his fellows: "If you steal their equipment, they won't be as effective when you come across the troll, and you might be worse off because of that. Also, if they ever find out you're the thief, they may kick your ass for it." Make it all just, for real.
Second, there's always the chance that the disgruntled other players will start a new game to which they won't invite him, only you. Or, sadly, that other group will only have time to play when the problem player is busy elsewhere, and the rest of the players will start having trouble keeping up with two parties, and consequently, start not being able to make it to this party. How unfortunate. (Yes, I've seen this happen in real life. A group has its methods of passive self defense.)
Note, though, that the best answer - in my opinion - is the one @BrianBallsunStanton gave here. I'm just offering a few alternatives to consider. :)
