Al Capone and the Chicago Underworld incorporates elements of Canasta to the Mystery Rummy series with players scoring bonuses for collecting complete sets. Sets have varying numbers of cards in them, from Mike Heitler with four cards up to Al Capone with eight.

The four types of Gavel card make cards accessible everywhere: "Agent Meeting" searches other players' hands, "Eliot Ness" searches the deck, "Search Warrant" looks in the discard pile, and "Raid" allows you to take an opponent's already melded cards, provided you have at least three melded. All these mechanisms help you complete your sets, but also put you on guard against your opponent doing the same.