This La Linterna beach restaurant is really the Pizza Kitchen in Revere. I wish I had a before photo. It's amazing what they have done to it.
They transformed Revere Beach into Miami Beach complete with cabanas and palm trees. I didn't get to see any of the actual filming but it was fascinating to see all the work and prep that went into it. Here is a link I found to a u-tube video of the day of filming: https://www.youtube.com/watch?v=cmpraU44s34
Here's the link to the Reverebeach.com with a bit more about the filming.
A few photos of Johnny Depp at http://www.justjared.com They did a great job of making him up to look just like Whitey Bulger.