The reason why they changed their last names is because having a big mobster in the family is like a stain on the whole family. It makes the other family members seem untrustworthy, violent criminals. There's actually a book called " Uncle Al", written by his niece. After he died, she and her other family members couldn't get jobs because of Al Capone's legacy. Some were hunted by the media and a few Capone's actually committed suicide, so the rest changed their names.