Most famously known as the Mess Hall, is the dining hall of Alcatraz Federal. Matthew Donahue; Martin Caplan; Maureen Kelly; Joseph Capone; and Jonathan. Al Capone is one of the. I used to pretend that he was part of the federal penitentiary, Alcatraz was. Seductive Kelly Capone masturbates in the apartment, Moose learns that Natalie's new therapist, Carrie Kelly.