I've been a fan of Dennis Lehane ever since I moved to Boston and picked up the first book in his Kenzie and Genarro series. I was hooked and have read everything he's written.
I didn't think anything could top the Kenzie and Genarro books. But I was wrong. His books about Joe Coughlin, a 1920s gangster with a crime empire stretching from Boston to Tampa Bay and taking in Cuba as well are just so good. World Gone By can be read as a stand-alone, but to get the full story, I can recommend the other two books in the series; The Given Day, and Live by Night.
What I like about these books is that even though Joe Coughlin and his associates and enemies are ruthless, violent people (and I mean seriously violent), they are not without humanity. You understand them (maybe even sympathise with why they do what they do) even when they're torturing or gunning down various members of the Tampa Bay underworld.
World Gone By is a fantastic conclusion to the series.