The original Gangbusters game was one of our favorites growing up, and we always had a soft spot for the tough-talking, two-fisted, pulp era. These days, the shine has worn off this genre, and it is hard to find anyone interested in pulp and gangster adventures in the era outside of a few old-school and nostalgia groups.
I have always felt the pulp era is the closest you can get to a "fantasy" genre in the modern era since many fantasy genre conventions are here, with some of the best modern additions and features.
These days, the excellent B/X Gangbusters has picked up the torch for this gaming genre, and there is always Savage Worlds in the pulp genre. But for the gangsters, Prohibition-era, tough-talking, rise-and-fall gaming, you need to go to B/X Gangbusters to get the focused package.
Either of the Gangbusters books (original or B/X) is an excellent resource for GURPS and helps "set the tone" of the game you want to play.
It's worth noting the unique era shift in Call of Cthulhu, which has redefined the 'gangsters' genre with its eldritch horror vibe. In this game, you will find many excellent resources for playing in this era.
With the Basic Roleplaying game, you can easily do a gangster game in the same system and leverage the 1920s material in CoC. You need to eliminate the monsters and horror elements, and for such an iconic game, that may be hard to do with player expectations. The players will look around for evil fish monsters in the swamp when they should be looking for bootleggers.
GURPS has one of the best genre books of the period: GURPS: Cliffhangers (a 3E book), which has an excellent history and overview of the era for any 1920s and 1930s game.
One of the genre's weaknesses is its heavy combat focus, and this is endemic to the early 1980s games, which were "bam-pow" sort of tabletop combat games. The original game sometimes felt like a "gangster miniatures wargame," and the adventures existed to "have combat." There was a late shift in the original Gangbusters game towards Noir private-investigator mysteries, especially in the adventure modules. With a combat system as deadly as GURPS and a lack of body armor and defenses, any modern gangster game will be lethal, and characters will tend to be shorter-lived without pulp conventions.
Before beginning a campaign based on nostalgia, it helps to ask, "What does GURPS bring to the table?" GURPS will quickly drill down and do a heavy simulation of any genre, and that "immersion thing" will kick in. This requires you to "ask a few questions" about your character before you begin the game. In 5E, you don't usually need to ask these; just pick a class, race, background, or culture option and go. Motivation comes later; just give me a dungeon.
In a pulp or modern game, you must set goals and create a character directed towards them. Want to be a gang boss like Al Capone? What advantages will help? Powerful allies in government and people you can bribe for favors? Luck? Some inside knowledge? Contacts? An alternate identity? Cultural familiarity with an immigrant group? Legal immunity? Patrons? Go through the GURPS advantages lists and zero in on the social advantages. You will find so many useful ones once you creatively apply them to give you various friends, favors, and immunities in various areas.
As a referee, you must define families, other crime bosses, minor rackets, and other nefarious groups that work in the underworld. I have had a few Gangbusters games fall flat because the game started with nothing and went nowhere besides a "do crimes" simulator. To capture the era, you need a story of families, immigrants, struggles, and the world rapidly changing from farms to industry - and all the small, street-level stories around that struggle.
Movies from that era were also great inspirations for the look, speech, conflicts, and world. Creating a game around them is much easier if you are a fan of these films. If you focus on a story that is not crime-related, things get even better. Let's say your "crime boss wannabe" is looking for a sister he was separated from when they emigrated. That story runs through the "rise to infamy" - then you have a deeper motivation for the character than just a "do crimes" story that can get repetitive and boring.
Do not create a character whose motivation is to "play the game" and "stick to the genre" - you will get bored. This is 95% of 5E characters, and that is why that game now needs to include "random background tables" for character motivation, like "your mentor wronged you and took what you love."
In dungeon adventure games, the motivation "I am an adventurer" is just as boring as the motivation "I am a gangster" in a Noir or mafia game. This is the same for private detectives, G-Men, explorers, bank robbers, reporters, or other characters.
You are not what you do.
You are not your job.
Your motivation is not "my class and race."
Your secondary and tertiary stories will be more important than what you do. Your character will be driven by the story that has nothing to do with their occupation. What you remember about the campaign will be this story, not the genre conventions.
Let's say our gangster has a grandma he cares for in an elderly home, and he needs money for her treatments. Now, he is looking for his sister, and he has someone he needs a significant source of income to care for. His story will be how he gets that and the consequences of that life for him and everyone he loves.
Suddenly, "being a generic gangster who plays wargame battles" fades into the background.
Now, this character has motivation.
This is also one of the most important differences between GURPS and other games. In GURPS, the rules and the genre conventions are not your motivation. The rules are just there to provide a task and conflict resolution system. In 5E, that constant video-game-like chase of power is the primary motivation for many players. This is why the game is popular; you can play the 5E with zero in-character motivation and "go up the level chart." 5E is a pen-and-paper ARPG.
With GURPS, you ignore the rules. This is why some people dislike the system; there is very little "rules motivation." GURPS excels in "designing story into characters" with the advantage and disadvantage system. So, if you start with a story and you bake those into your character designs, you will have a better game.
But you need to have stories that matter to the world.
You also need a referee who creates a layered and detailed enough world or lets players create things in it they can link themselves to. Players creating people, places, and things they want in their story helps players "buy-in," and it saves the referee a little work.
But I will take these story points (grandma, sister, love interest, and a few others) as advantages or disadvantages and find a way to work that into the game. These story points will be "baked in" to my character. This is the best part of GURPS that many other games ignore or miss.
My character will have built-in motivations.
And it won't be "gangster" or "dungeon crawler."
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