Answer:
A (New York City Subway service).
Not sure how to tag this riddle
I imagine a train, especially a moving one, would be quite challenging to tag (graffiti).
I was born in the forest with my boy Lew
The A-line begins in Inwood, Manhatten. Inwood sounds like "in wood", hence "in the forest". Not sure about the "with my boy Lew" part.
Growing up I learned science at Roosevelt's zoo
The A-line passes the American Museum of Natural History, situated in Theodore Roosevelt Park.
Dined with the devil then got my life on track
The A-line has a stop in Hell's Kitchen, Manhattan.
Made a lot of money and never gave any back
The A-line has a stop in Financial District, Manhattan.
Now I'm retired and brush shoulders with rappers
In Brooklyn, the A-line briefly crosses the path of the J/Z-line. From these letters we may be brushing shoulders with rappers Jay Z and AZ.
I'll die in Jamaica surrounded by nappers
One of three potential final stops for the A-line is in Rockaway Park, which borders Jamaica Bay. The depot for the A-line is the Pitkin Yard, though there is a depot called the Jamaica Yard. Train tracks rest on railway sleepers, hence "surrounded by nappers".
My friends and I beat knaves, kings, and mimes
"My friends and I" are the trains using the IND Eighth Avenue Line: A, C, E. In most card games an ace is ranked higher than a knave or a king. Not sure what a mime is.
Best to stand clear when you hear my chimes
When you hear the whistle of a train approaching you are told to 'stand clear'.
I'm surprised there is such a delay in solving this riddle. It was meant to be the express version!
The A-line's full name is the "A Eighth Avenue Express".
Finally figured out how to tag this riddle: "large", "pomaceous"
The Big Apple (New York).
My name is not spoken by pirates, @jmoriarty!
But my friends and I do initial a Mr. Roy G.
So, not the R-line, as I previously thought. Mr. Roy G. appears to be an illusion to ROYGBIV, a common acronym for the sequence of hues in a rainbow (red, orange, yellow, green, blue, indigo, violet). The colour of the IND Eighth Avenue Line trains is blue. Alternatively, IND are the first three letters of indigo.