Boardwalk Empire - 1920s-30s period drama about mobsters, prohibition, etc set in New Jersey/Atlantic City
Miss Fisher’s Murder Mysteries - 1920’s period detective show set in Melbourne
Peaky Blinders - haven’t watched it myself, but my understanding is it was pretty popular, 1920s period drama about a gang set in 1920s Birmingham
Fargo (season 4) - haven’t watched it again, but I’ve heard good things and season 4 (it’s an anthology series, each season is a different cast/story so you don’t have to have watched the previous seasons) is 1950s Missouri with gangs