My grandfather (he was born in 1906 and was from Santa Maria) would tell stories of that Al Capone house in Weslaco. I agree that Al Capone may not have visited the RGV often but his presence and henchmen were definitely here.
My paternal grand parents moved to Edinburg in the early 1920's. Dad was an aviation enthusiasts and told me stories about how pilots smuggled whiskey, rum and tequila across the Rio Grande in biplanes.