I don't know that he'd necessarily have had a life outside the law. By no means is this a defense of one of the most brutal dictators the world has ever seen, but one has to wonder if his early "career" wasn't a product of circumstances.
OK, assuming the same proclivities and assuming emigration to the US around 1906 or so, I'd guess he'd wind up with maybe one or two scrapes with the law. But he wasn't stupid, so he may well have learned fairly fast that the US prison system of the day wasn't exactly vacation time. I'm going to guess he'd have largely gotten squared away, found some semi-white collar occupation (perhaps he'd have been a cog in the Cook County Democrats' machine, working some supervisory job in the county or city government), and likely would have died in semi-obscurity sometime in the 1950s. I doubt that his name would be noted by history outside a footnote or two in a very exhaustive, little-read scholarly treatment of Chicago politics in the mid-20th century.