We've all heard of sad clowns (aren't they all?), but Nucky Thompson was a sad gangster. If Tony Soprano had moments of remorseful humanity, Nucky never enjoyed his criminal lifestyle in the first place. It's like me and university!
Organised crime is probably a fairly shitty way of pursuing happiness, but it's more than that - Nucky's sadness defines him. It's inextricably tied to his efforts, such as they are, to be good, and to find meaning. Even when he's happy, it's a sad happiness.
Why is sadness so important to him? Why is sadness so imporant in general?
Nucky's into saving people. It's a form of righting wrongs. I suppose that in order to want to help someone, you have to be empathetic and feel their pain. The same is probably true if you want to help yourself.
Thing is, he'd probably be much happier if he just had a good cry, and had less business meetings and more heart-to-hearts. In the final episode, without giving anything away, the audience gets an enormous sense of vindication simply from being allowed to see, without distractions, just how incredibly sad all of this is and always was.
There's also the denunciation of the American dream, which appears to have become a prerequisite for any American TV show these days. Straighten up and fly straight and your life will be fucking miserable. But it's difficult, with this kind of show, to derive any kind of approved, alternative attitude towards life. Except maybe Margaret's, with her refusal to be docile complemented by a wariness of corruption. Which again reminds me of Lisa Simpson, goddammit.
And maybe the bottom line is that it'll never get better than the 20s if we don't acknowledge that they actually sucked.