Just saw this now. Capone has been a sheet I've wanted to write up for a while now, but I think I'll wait until I read another book/extensive-reading-in-general about him before I do (More to get ideas flowing than any lack of information really, though more information never hurts.)
As for a NP, St. Valentine's Day is probably the thing he's most known for, which I'd see working as some sort of conceptual Attack based on the "Nobody Shot Me" thing. He's frequently associated with Alcatraz, so that could potentially be a Noble Phantasm in some shape or form, though it would be a little strange. I dunno. Like I said, I'd need to read another something about him before writing anything in order to hash the details out, and currently I'm a little busy.