Run This Town The Blueprint 3 Jay Z

our girls are blackbirds ridin' with they dillingers

in the movie public enemy the girls were called black birds
The next line "I'll get mo' in depth if you boys really real enough" He's using the word "depth" to refer to Johnny Depp, who recently played John Dillinger in the movie Public Enemies
blackbirds are crows, which are a symbol of death. their female friends are killers carrying Dillingers (small concealable weapons, after the famous bank robber who concealed guns to rob banks)
the small concealable gun he is thinking about is a "Deringer" not a "Dillinger"... the line refers to the movie Public Enemies in which John Dillinger first meets his girl, Billie.