Nucky Thompson - ENTJ. Strong Te backed up by Ni, almost always having the leverage and likes to take charge openly. Screams inferior Fi though, especially when one considers Eli's revelation about his perception of Margaret, close to the S1 finale.
James Darmody - ISFP. Not INFP. His aux Se gives him a huge on-the-go thing, though his dom Fi is apparent.
Margaret Schroeder - INFP. ISFJ did seem agreeable but ISFJ falls more to the angel in the house criteria rather than rebellious suffragette. My vote is INFP.
Nelson van Alden - Some sort of psychotic ISTJ. He's driven by tradition, a Ni-Dom would see Sebso would die and that would not be good for him. His puritanism... that's some brutal Fi over there. One of the best written characters in the show though, I love watching his psychological conflicts.
Richard Harrow - INTJ? Enneagram 6. In Thinking types, trauma has two usual outcomes. A) Represses feeling. B) Enhances feeling. His longing for a soulmate despite the lifestyle he chooses, for now, seems tert Fi-wishing, similiar to Thompson's, in a fashion. I could be wrong though, he seemed hard to pin down, though both these men have tremendous unconscious pressure from a raging Anima, and are my favourite characters on the show, yet I still think that Richard is the character who is the greatest psychological curiosity on the show, rivaling Van Alden, Nucky and Darmody.
Louis Kastner - Classic, highly "unhealthy" ENTJ, 8w7.
Al Capone - ESTP. What a trope. I love him.