As the parent said, just setting up a Delaware corporation isn't going to be much protection for most criminal enterprises. If they want to, the ATF will get you for tobacco or gun smuggling whether you have Articles of Corporation or not.

And in the US, to continue that example, there are multiple agencies and thousands of pages of regulations overseeing tax accounting and campaign finance. Sure, tons of shady shit still happens... but not because the criminals happened to file as an LLC instead of as sole proprietors.