In Casino, Joe Peschi's character, Nicky Santoro, personifies the brutality of the Mafia, beating people senseless, robbing for no other purpose than making money. We also seem to choose to forget, that the Mafia would extort normal business owner into playing protection money or being beaten and/or killed. Really, we portray the Mafia as "Men of Honor" providing "services" that are in demands, be those services loan sharks, prostitution, or drugs (except in The Godfather, where the Corleone's won't sell drugs and this somehow make's them more honorable, even though they kill as many if not more people than the other families).
The film that really shows the best, ruthless portrayal of the Mafia, is The Untouchables, where Al Capone blows up a diner, with a little girl in it, because they won't buy their product. This is the real Mafia, there is no redeeming value. Many of these men were violent sociopaths who didn't care who they killed or who got in their way.
Enter the games Mafia and Mafia II. Mafia showed us that there are no happy endings in the mob, you destroy yourself, and in the end it will catch up to you, even if it took 15 years to catch up to Tommy Angelo. Mafia II portrays this in an even more chilling fashion. Skip to the next paragraph if you don't want it spoiled. Throughout the game, you lose your friends, your family, your house. You start with nothing and end with nothing. Your "mentor" or sorts, Henry Tomassino, is hacked to death for being a rat. Your mother dies while you're in prison. At the end, everyone in the city wants you dead. It shows that no matter what he says, a mafioso will always do what serves him, even if that's killing your own boss. At the end of the game, you lose your best friend, because he wasn't "part of the deal" to save yourself.
People complain about the ending because it's "not happy" or you don't see what happens. That's the point. There are no happy endings in the Mafia, you either end up dead, in jail, or alone. People called Alfred Hitchcock the master of horror films because you didn't see what happened, it was left to your imagination. That's what makes the end of Mafia so great and poignant. You only see the car with your friend turn and drive away, you don't see what happens, but you know what's going to happen. And you know it won't be pleasant.