La Cosa Nostra is a gangster-themed 3d-shooter. The player controls Slade Ryker, a cop from New York. The Girabaldi mafia family killed his best friend and kidnapped his wife. He goes to Girabaldi?s mansion to exact revenge. Graphics and gameplay in La Cosa Nostra are similar to other Pie in the Sky games. There are three weapons available (shotgun, machine gun and spiked knuckles). The player can also use two kinds of grenades ? frag and gas. The player must fight his way through several levels, killing enemies and picking up keycards to open locks. In the end he must kill the head of Girabaldi family to save his wife.

There are some gameplay features almost unique to this game, of which some may be considered documented bugs (as they are described and given some explanation in the manual). For example, if player kills himself with grenade, the game just drops to DOS prompt. Weapon pick-ups are barely visible on the floor - the manual says it is intentional, to make the game harder. If the player?s health drops below 40%, any hit from enemy kills him instantly. The manual promotes cautious, almost stealth-style gameplay, but the engine limitations barely allow it.