I think Dennis Lehane may be a big fan of Boardwalk Empire based on this book. 
 In the mid-1920s, Joe Coughlin is a young man who has turned against his upbringing as the son of a legendary Boston police captain. Joe works for a local gangster and does the occasional robbery on the side. When he falls for the mistress of a rival to his boss, trouble follows, and Joe's criminal career takes a turn that eventually finds him setting up a huge bootlegging operation in Tampa. 
 This is an indirect sequel to The Given Day in which Joe was a child and the action centered on his older brother. That book had larger social themes that concerned issues about worker's rights and racism after World War I. Live By Night is a more personal story about one man's life outside the normal rules of society. (You don't have to read the first book before this one, but it would add a layer of understanding to Joe's history and motivations if you did.) 
 Lehane's stories are often about legacies of violence and this one falls squarely into that category. Joe isn't a traditional bad guy. He starts out thinking of himself as an outlaw, not a gangster, because he dislikes the prudish and hypocritical nature of the respected types who make the rules. However, by living outside the law means living with criminals, and Joe is constantly pushed into ever more violent actions.