DirectX is a bunch of APIs mixed together that handle multimedia related tasks such as playing high fi video games, video and 3D content. One of the basic steps to fix d3dx9_42.dll is missing error in Mafia: Definitive Edition is to just download and install the version of DirectX that is required by Mafia: Definitive Edition.
Another way of fixing d3dx9_42.dll is missing error in Mafia: Definitive Edition is to simply download d3dx9_42.dll file as per your PC configuration and install it in Windows\System32.To download file from our secure servers, go to the following page: fix d3dx9_42.dll related errors
All right, like i said before, if the first tool that you have downloaded is not working, you need to install all versions to fix this damn issue so we made a pack for you. (we gather all versions, then we created an zip file) You can download entire pack from here, and is free for our visitors.