Oh well,When it comes about the seeting everything related to old fashion gangster stories : peaky blinders, the Godfather, The irishman, once upon a time in New York, Gun city, Road to perdition and so on...
Book wise it's more various. I like Agatha Christie, Conan Doyle, H.P Lovecraft, David and Leigh Eddings, Stephen King, Bernard Weber, Abraham Merritt... (I stop here, this list will be to long otherwise x') ) I read a lot and i can't denie that everything i read can be somehow a sourse of inspiration when it comes to my own writting. (Even if it's "just" a comic and not a novel)
I also try to read old newspapers from the time to better understand people's lifestyle and thinking. It is also a good source of inspiration. Tbh, I have a lot of different things that can inspire me, not just books or shows / movies. I imagine that the fact that it is not a fantasy story but a story that could have really happened during the 20s has something to do with it.