It was mostly because he was clever. He hired people that were loyal to do the killing/etc. So those people commited the crimes, and plead guilty every time they were caught. Al Capone could not be guilty of a crime someone else committed.

technically, the only place where he miscalculated was tax. so they got him for that. they didn't plant false tax evidence on him, as the NSA/FBI did recently with that guy that refused to join PRISM with google and others.