Rosbjerg,
About six months ago, I started a 1920s Vampire campaign. Our characters lived and were involved with the mafia. I used "Vampire the Masquerade: First Edition" rules. It was a neat reflection on history. We were in Italy, Germany, and the States. At the end of last weeks campaign, we stopped in San Francisco 1930s. Turf wars, gun and alcohol smuggling, etc... Everything you can think of to empower the local enclave. It was sweet.