Nick explains that Jordan avoids "clever, shrewd men" and that "She was incurably dishonest."  He describes a time when they went to a party together and "she left a borrowed car out in the rain with the top down, and then lied about it [...]."  Obviously, her lying is immoral.  Jordan seems to avoid smart men because they might be able to tell when she's lying and she doesn't like to get caught.  If she dates dupes, then she can lie and get away with it, and this gives her an edge.  Further, the fact that she so boldly lies, right in front of Nick, makes it seem like she doesn't even care if he knows she's completely dishonest.  Morality seems not to matter to her at all. 

During the altercation between Tom and Gatsby in New York City, Tom says,

"Once in a while I go off on a spree [...], but I always come back, and in my heart I love [Daisy] all the time." 

In other words, he admits to having multiple affairs, but he insists that -- in one sense -- he is faithful to Daisy because he loves and returns to her every time.

Moreover, just after the first time we meet George and Myrtle Wilson, Tom explains to Nick that "He's so dumb he doesn't know he's alive." This is a pretty cruel statement about a man who happens to trust his wife, a woman who Tom is sleeping with (an immoral act in itself). Further, Tom is violent toward Myrtle. When she taunts him by saying Daisy's name again and again,

"Making a short deft movement, Tom Buchanan broke her nose with his open hands." 

Certainly, striking a woman, and in the face, is immoral.