I just saw "Things to Do in Denver When You are Dead." It was recommended to me by a film professor I had last semester. Not directly about the mob but a complimentary story line.

Also, I am looking for a list of movies that deal with organized crime outside of the United States. I keep finding a lot of US centric stuff (Best Drug Related Movies and Best Mafia Movies mafia cultures) but all very North America focused. Anything on Japanese organized crime?