Yes, I have watched Boardwalk Empire. It is a great character study of the various villians of the prohibition era. The background music is from the 1920's. This was the Jazz Age, when women were becomming emancipated, being able to vote and bob their hair.
The funny thing is no matter what era is portrayed in a series, human nature does not change. People will still possess certain traits to survive in any given time or place.