I've watched a lot of HBO's series over the years and I admit I was iffy on this one. The 20's were never a period I was all that interested in exploring. Steve Buscemi is usually interesting to watch though, and HBO has put on some decent shows before so I figured I would give it a whirl for at least a season.
As it turned out, it was a good move. Even the 20's can be interesting when it's a well-done production. I felt it started off a little slow but there were a lot of characters and a lot of story to tell. Clearly, as it ended up lasting 5 seasons. A lot of the storylines wrapped up within each season but some crossed over, and some characters wrapped up along the way as well. The show mainly deals with the criminal side of life in that time but it shows some examples of "normal" life as well ... though usually not for long. Dealing with family and business are major aspects of each character's story. Prohibition is a big factor in the kind of lives the show covers and that's interesting to see at ground level, along with several other social aspects seen along the way. The final season advances into the 30's and the imminent repeal of prohibition and there are flashbacks to the 1890's for some characters so there is a wide swath of time being explored here.
It's a good show. I probably don't rank it quite as highly as the Sopranos (thought it covers some of the same territory) as that was a show about "now" and felt more relevant in many ways. It is firmly rooted in the real world so it's not really in the same ballpark as True Blood or Game of Thrones (or Walking Dead if we're talking popular shows in general and not just HBO). The closest comparison is probably somewhere between Deadwood's gritty realism (without so much of the interesting language) and Mad Men's historical but still somewhat relevant look at modern life, family, work, and the social scene at the time. I thought Sunday's finale was fitting and solid - there's a lot more closure than the Sopranos or Battlestar.
Character-wise I really liked this version of Al Capone. The actor playing Lucky Luciano, on his way to creating the modern organized crime system, is just amazing. Richard Harrow, the wounded WW1 vet who struggles with his injury and his place in the world is an interesting character moving through the series. The whole cast is really solid.
For an RPG enthusiast this is probably the single greatest example of what kind of stories you can tell in the 1920's that's ever been put on TV. Call of Cthulu players I'm looking at you here. The high end of society, the low end, race relations, music, technology - heck, just what a street scene looks like circa 1922 is about as enlightening as you will find.There are some easily stolen characters that could be used as NPC's here too. There are 56 episodes to soak up - I recommend you go get started.