Many gangster Halloween costumes are things that you can buy or make on your own. You may already have some of it in your closet. Many of them wore work-formal type of outfits. If you have suits that you wear, these are going to work great. You may want to see if you can find one with pinstripes that match those worn in the 1920s. Along with the suits and looks from that time, many wore fedoras. These are a special type of hat that you can still find in stores today. Get one to match the suit and you are well on your way.
Roaring Twenties Costumes are the Gangster Suit Long Jacket, Gatsby Girl Costume, and the Flapper to name a few that are available to you.