it also made me think of Yojimbo and the Last Man Standing
It has similar source material. The films you mention are based on Dashiell Hammett's Red Harvest, while Miller's Crossing is an unofficial reworking of Hammett's The Glass Key. The title of their first film, Blood Simple, comes from a Hammett quote, a line in Red HArvest that I can't remember off hand.
Would you compare it to "The Road to Perdition" favorably?
I'd say Millers Crossing is much better. It's a more coherent script, better performances all around and a better sense of what is cinematic versus Road's more theatrical, stagey approach. I don't like Road to Perdition very much at all, outside of the costumes, the sets and the cars.