A few years back I read the book, Public Enemies: America's Greatest Crime Wave and the Birth of the FBI, 1933-34, by Bryan Burrough. The book covers the development of the FBI and the capture and killings of gangsters such -
Bonnie and Clyde
John Dillinger
Ma Barker
Pretty Boy Floyd
Baby Face Nelson
J. Edgar Hoover became head of the FBI in the 1920s. In 1933, he was on the verge of losing his job when the Kansas City Massacre occurred.
To read about the villains that helped Hoover keep his job click here.