Tonight's Boardwalk Empire finds our Prohibition friends in need. Chalky needs to find a lynching suspect, Jimmy and Al need some Chicago territory, and Nucky just needs to dance. All the Steve Buscemi rug-cutting you could ever want, inside!
Nucky can't fully enjoy his birthday bash since he is trying to rub some political tummies for money put to help pave Atlantic City's roads. This would be a boon to both tourism and bootlegging. A win-win! Despite his stressful birthday, Nucky does get to enjoy a dance with the lovely Margaret Schroeder.
With Nucky's blessing, Chalky goes to find the responsible party for the grisly lynching of his worker. While Chalky does not get to the bottom of the case, he does rule out one Klansman through some effective interrogation methods.
Meanwhile, in Chicago, Jimmy and Al try increasing their dominion.
Another way of reading it is that you guys just angered some bad people who will take their aggression out on your heart-of-gold lady-of-the-night friends! Even though he had a historic criminal reign, Al Capone is sort of an asshole. It is good that Boardwalk Empire has cast light onto how much of an asshole Al Capone was.