Gaspipe Casso, and Phil D'Andrea (a Capone bodyguard) were the only gangsters whom I've read about who actually practiced shooting. The others, as everyone else here noted, rely on "up close and personal."

Keep in mind that gangsters of the Twenties and Thirties grew up in an era when there weren't many gun controls. They probably had plenty of (legal) guns around them and had plenty of opportunity to practice. Not so today.