Here are some of my absolute favourites, all of which are set in the organized-crime surrounding:
GhostDog (Jim Jarmusch)
-> Forest Whitaker as a postmodern "Samurai" takes out the italian mob, very poetic
Brother (Takeshi Kitano)
-> Takeshi Kitano as high-ranking Yakuza-Boss got banished to L.A. and takes on the whole city with just a handful of loyals, very cool and brutal
For an amazingly close-to-real-world and awesome TV-show:
TheWire (David Simon)
-> behind the scenes of Baltimores drug-trafficing and its prosecution, very realistic and illuminating - a TV-show with movie-qualities