Ragged Dick, Or, Street Life in New York with the Boot-blacks, by Horatio Alger - Boardwalk Empire Season 4 Episode 8 - "The Old Ship of Zion". This book was also featured prominently in Season 3 Episode 11, “Two Imposters”
Boardwalk Empire, Season 2 Episode 3 (A Dangerous Maid) Frankenstein | Mary Shelley. Al Capone, in reference to Richard Harrow: "Jail?! Just have Frankenstein drill a hole in his noggin." This episode takes place in 1921. Karloff's role as Frankenstein wasn't until 1931. There was a 16 minute adaptation of Frankenstein filmed in 1910 by the Edison Manufacturing Company. It was filmed in the Bronx. Capone could be referring to the 1910 film but is likely referencing the book.
http://www.nypl.org/blog/2012/06/01/bookshelves-boardwalk-empire Boardwalk Empire, Season 1 Episode 2 (The Ivory Tower) http://nypl.bibliocommons.com/item/show/17604681052_the_ivory_tower Henry James | The Ivory Tower
http://www.nypl.org/blog/2012/06/01/bookshelves-boardwalk-empire Boardwalk Empire, Season 1 Episode 7 (Home) http://nypl.bibliocommons.com/item/show/12525229052_the_tin_soldier Temple Bailey | The Tin Soldier
http://www.nypl.org/blog/2012/06/01/bookshelves-boardwalk-empire Boardwalk Empire, Season 2 Episode 2 (Ourselves Alone) Charles Dickens | David Copperfield. Chalky White cannot read and when asked in jail what book he was reading he replied "Tom Sawyer".
Reading the funny papers: Gasoline Alley, by Frank King and Happy Holigan, by Frederick Burr Opper - Boardwalk Empire Season 3 Episode 4 - "Blue Bell Boy" http://www.nypl.org/blog/2012/06/01/bookshelves-boardwalk-empire