Including the 1976 murder of reporter Don Bolles?
From: The Lonesome Trail: Cindy McCain's nontraditional campaign by Ariel Levy in the September 5, 2008 New Yorker
James--whom everyone called Jim--and his brother Eugene Hensley built their wealth on alcohol. After Jim returned from service as a bombardier in the Second World War, the brothers entered the wholesale liquor market and began operating two warehouses--United Sales Company, in Phoenix, and United Distributors, Inc., in Tucson--in partnership with Kemper Marley, Sr., a Phoenix businessman. (Police reportedly suspected Marley of having had a hand in the 1976 murder of Don Bolles, a reporter for the Arizona Republic who had written extensively about Marley's business and political machinations. Marley died in 1990.) In 1948, the Hensleys were convicted on federal conspiracy charges after filing more than twelve hundred fake invoices to cover up under-the-table sales of liquor to night clubs and bars throughout the state. Eugene was sentenced to a year in prison, Jim to six months, but, with the help of their lawyer, a former mayor of Phoenix, Jim had his sentence suspended.
Despite his criminal conviction, in 1955 Jim Hensley was granted a liquor license to start an Anheuser-Busch distributorship, which he called Hensley & Company.
But there's a lot more backstory than that. For more on the sleaze surrounding Cindy McCain's father, here's a roundup of stories from other papers compiled by Sam Smith. It includes this from the Phoenix New times on Jim Hensley's partner and the murder of reporter Don Bolles:
Arizona Republic reporter Don Bolles wrote a series of stories documenting Marley's questionable performance in appointive posts he'd previously held. Bolles' stories doomed Marley's appointment, forcing him to resign soon after being named to the Racing Commission.
On June 2, 1976, Bolles was mortally wounded by a car bomb. Before lapsing into unconsciousness, Bolles uttered the words, "Adamson, Emprise, Mafia." He died 11 days later.
John Harvey Adamson confessed to luring Bolles to a Phoenix hotel parking lot and placing a bomb beneath the reporter's car. The bomb, Adamson testified, was detonated by James Robison, a Chandler plumber. Adamson testified he was hired to kill Bolles by Max Dunlap, a Phoenix contractor and close associate of Marley's. Marley had extended a $1 million loan to Dunlap, which had not been repaid. Adamson said Dunlap hired him to kill Bolles because Marley was upset over Bolles' stories.
Also read Beyond Booze: The Strange Roots of the McCain Family Fortune from July 2008 by Caitlin Ginley in Public Integrity.