This is a little job he did to one of the Duffy boys in Chicago. That was before he was a big shot, when he carried a gun himself.
8 seconds sound clip from the The Last Gangster movie soundboard.
You can hear this line at 00:38:47 in the Blu-ray version of the movie.
Quote context
[...]
- Sit right here and calm yourself. We'll have this all straightened out in a minute.
- Jump in the morgue and pull out everything on Mr. Krozac... All those nice pictures, especially.
- We're glad you dropped down, Mrs. Krozac.
- Mac... Hold the final 15 minutes. More on Krozac.
- The pictures will be up right away.
- Did you know he was pretty good with a gun, Mrs. Krozac?
- That was when he was in a more expansive mood, when he really got going...
[...]