Jimmy may not be dead. It could be the biggest twist of this second season.
here is some analysis:
1). He didn't ask Richard to come with him when this loyal friend mentioned
"I will take care of this thing for you". But Jimmy responded:" something,
you have to do it by yourself". Jimmy is afraid richard will put a bullet on
Nucky.
2). Jimmy arrived, not armed. So he knows this is a "setup", not a revenge
for his wife. He kissed good bye to his son before he left.
3). Nucky pulled the trigger by himself. He is one of the person who prefers
not to get his hands dirty.
It maybe a setup between nucky and Jimmy. nucky will have his authority
unchallenged as he must kill to keep people listen to him; and jimmy could
revenge later as a dead man.