That's the big challenge because income tax evasion is the easiest way for the federal government to convict Mafiosi. The government doesn't have to prove how you made your money--only that you were "living beyond your means." Most Mob guys regard paying taxes in the same way they regard being cuckolded, and many of them are stupid about it. Neil Dellacroce got five years in prison because he lost more than $100k in a Puerto Rican casino at a time when he declared only $10k in legitimate income.

Smarter mobsters will have a "legitimate" job that they use to declare income and pay taxes on: Columbo was a "real estate salesman"; Gotti was (I think) a "plumbing contractor"; Gravano had a drywall business; Gambino was a "labor consultant." The smarter ones, like Gambino, also live modestly, in line with the "legitimate" income that they declare for tax purposes. But they will hide or launder the big money: they put it out on the street as loan shark money; invest in securities through associates; have side businesses that, through cooking the books, look like they're losing money; maintain credit accounts at casinos.