Boardwalk Empire is a sick show and made even better by the song that plays in the opening credits, Straight Up and Down by The Brian Jonestown Massacre. They're basically the creation of Anton Newcombe, who is a musical genius and crazy asshole (they seem to go hand in hand generally), and have had a revolving lineup since their inception.
The Devil May Care
Anenome
Going to Hell
In My Life
Whoever You Are
Dropping Bombs on The White House (Bring Me the Head of Heather Mills on a Wooden Peg)