If you haven't picked up elements of criminal behavior, you may want to read the book again more closely. Meyer Wolfsheim is an obvious player in organized crime, and it is alluded in Fitzgerald's novel that he "fixed" the World Series (alluding to the 1919 infamous world series--see link below). This is a novel taking place during the days of Prohibition, however, it is inferred that Gatsby makes his money through illegal bootlegging. And if that isn't enough to support the criminal behavior in the novel, drunk driving, a hit and run, and murder should top it off.
Crime in the 1920's is not overtly stated in The Great Gatsby, but it is certainly there in the backdrop. The character Meyer Wolfsheim with whom Gatsby does business is representative of crime. Although not openly stated, Gatsby's involvement with Wolfsheim in illegal activities is implied later in the novel. It is likely that Gatsby and Wolfsheim have a hand in the production and sale of alcohol (which at the time was illegal due to Prohibition) and in gambling. In fact, when Nick meets Wolfsheim, Wolfsheim admits that he was responsible for fixing the World Series. Gatsby's relationship with Wolfsheim makes Nick and others doubt the honesty in the acquisition of Gatsby's wealth, and Tom later accuses Gatsby of becoming wealthy through criminal business activities. So although not at the forefront of the story, crime is represented in the novel.
There is no question that F. Scott Fitzgerald captured the Roaring 20s, a period of tremendous social and political change, in his novel The Great Gatsby.
The Volstead Act enacted by the federal government in 1920 closed every tavern, bar, and saloon in the United States. After this, it was illegal to sell "intoxicating liquors," but it was not illegal to drink them. Unfortunately, this act led to an increase in crime, since it drove the liquor trade underground and encouraged major criminals such as Al Capone, who recognized that there was a very profitable market for this illegal product.
In Chapter Seven of The Great Gatsby, the reader is given definitive proof of Gatsby's criminal activities and associations. On a particularly steamy day, after driving to New York City, Tom, Daisy, Jordan, Nick, and Jay Gatsby sit in a hotel room in the Astoria. Tom addresses Gatsby:
"I found out what your 'drug stores' were." He turned to us and spoke rapidly. "He and this Wolfsheim bought up a lot of side-street drugstores here and in Chicago and sold grain alcohol over the counter. That's one of his little stunts."
"What of it?" Gatsby fires back, saying that a friend of Tom's, Walter Chase, was not too proud to come in on the deal. But Tom counters that Walter could have Gatsby arrested for violating betting laws, except for Wolfsheim's having frightened him enough to quiet him (Ch. 7).
Earlier, in Chapter Four, Nick meets Meyer Wolfsheim when Gatsby takes him out to lunch. Afterwards, Nick asks about the man with the molar cufflinks, wondering if he is a dentist.
"Meyer Wolfsheim? No, he's a gambler." Gatsby hesitated, then added coolly: "He's the man who fixed the World's Series back in 1919." (Ch. 4)
Hearing this, Nick reflects,
"It never occurred to me that one man could start to play with the faith of fifty million people—with the single-mindedness of a burglar blowing a safe." (Ch. 4)
Money made through illegal means often accumulates faster than if one is in a legitimate business. Jay Gatsby wants to make money quickly because he yearns for a chance to regain Daisy's love, so he engages in illegal activities that further his goals quickly.