Looking over the film The Untouchables, which was the inspiration for the rules, has some nice shots of buildings.
Zooming in (click the images to see larger versions of the screen grabs) we can see the stye of buildings used in the film to represent the 1920s.
These are quite Victorian in style, which is why I might also use my Gaslamp Alley VSF buildings from Sarissa Precision.
4Ground already make a range of really nice buildings for The Chicago Way and they look really nice and appear to fit the game well. I already have one of the Shotgun Houses, but that is still on the workbench.
I think there are other potential buildings from 4Ground that would also work well, especially some of those in the 28mm Gothic City range. I really like the Tenement building range and could see those as ideal background scenery for The Chicago Way games.
From other companies I have also been looking at Sarissa Precision, both their new retro American range and their City Block range.