We could even make some of the felons have a double-edged sword.
Capone could give you increased amenities (particularly if certain luxuries can be banned in an expansion) at the cost of lower loyalty or a city being unable to have a governor.
Luciano could protect your districts from spies at the cost of lost GPT and loyalty, etc.
This opens up the idea of Great Felons who are Official Great Felon Governors:
Torquemada (Renaissance Era) - removes all foreign religious and loyalty pressure from a city, but every turn has a 10% chance of also removing one Point of population (people being enprisoned, forced emigration, etc.)
Beria (Modern Era) - removes all foreign loyalty pressure from all cities and any other Civ's spies in your civ, but also, at random, removes one other Great Person (purged!) (actually, Yezhov was in charge of the NKVD during the Great Purges of the 1930s, but Beria is, I think, a little better known)
Wallenstein (Renaissance Era) - a Great General who reduces all maintenance costs for units within his radius to 0, but in return siphons off all the Gold produced by one of your cities at random. - Depending on how you handle him, this could either be a real bargain or extravagantly expensive, just like the real Wallenstein!
In case anybody hasn't noticed yet, I LOVE the idea of mechanisms in the game that have both positive and negative aspects, so that the gamer has to constantly be making decisions about whether something is worth the price!