In a short memoir that my father published in 1938 after Chesterton's death, he refers to G.K.'s sense of fun and love of the ridiculous. His high-pitched laughter I can still recall. So, too, can my wife, who lived as a child in a flat in Westminster next to the Chesterton's. Her mother and Mrs. G.K. became close friends. The following story, which has never been published before, occurred in Assisi in the 1920s. Staying at the same hotel as the Chesterton's was a charming American-Italian called Mr. Capone; he had a large comfortable car and offered to drive the English couple to see the local shrines, including the Carceri and La Verna. Only in 1929 did Chesterton discover from a photograph in the newspapers, after the St. Valentine's Day massacre in Chicago, that their nice American friend- "our Mr. Capone" as G.K. called him- was none other than the famous American gangster, Al Capone.-from the December 21-28 issue of The Tablet, and quoted in the August 1986 issue of The Chesterton Review (p. 400)
Update: Here's a link to the same article online in the archives of The Tablet
In any case, I'm not quite sure how a trip to Assisi would fit chronologically as far Chesterton is concerned, or if there is some confusion (as for Capone I know nothing at all). Perhaps the story is apocryphal, though given the closeness of the source, I hesitate to state that, either. But this was too good of an anecdote for me not to mention it.