MOD NOTE: There have been an abundance of poor responses to this question. Please keep in mind that this is not the place for:

• vague ruminations on the psychology of hypocrisy

• soapboxing about religion

There have been an abundance of academic and scholarly works written about the Mafia, please engage with those writings and not simply spout off a one line opinion.

i hope it's ok and within the rules to just recommend a book, excuse me if not.
but if you're into that topic, "Cosa Nostra" by John Dickie gives a really good understanding into the mindset of this people and how they used to "work" and do their business.
It was not at all like they ran around and murdered people all the time, most of it was considered inevitable and something unpleasant that had to be done, nothing personal, just business, how Don Corleone put it. With that in mind it's easier to commit that sin, if you can justify towards yourself that it was just business and no actual murder.

A more-recent American former mafioso did an AMA today in which he directly addressed faith and the mob. It's dealing with late golden-age mob from the perspective of someone who seems to have later been born again, but it might add an interesting perspective: http://www.reddit.com/r/IAmA/comments/1uq5bw/iam_michael_franzese_a_former_made_boss_in_the/