Wrong language, I know, but I can't resist mentioning Greek rembetica. This song genre is full of outlaw songs, songs of criminals, dope, sex, and so on. As with many other genres, the best rembetika, hands down, was recorded pre-1940.

The "Greek Archives" series produced more than a dozen great anthologies on CD (present availability unknown).

No excuse for mentioning this, of course, since I can't sing Greek either. But these songs FEEL low down, stressed out and downright criminal...and they're beautiful. They're sometimes called the "Greek Blues." I recommend 'em.