I noticed Jericho and the Wire have already been mentioned.
So what about Friday Night Lights? except for the Garrity's, everyone is definitely working class. Finding rent, financing college (when students graduate), financing children, multiple jobs, etc. a lot of the day-to-day struggle aspects are worked in and are big plot points.
I would consider Brotherhood to be a working class show. Even though one of the main characters is a politician and involved in real estate, he's the hometown guy made good, trying to represent the needs of his community - an economically devastated Irish neighborhood. Most of the characters, including the leads, deal with financial hardship. They also address issues of ethnicity, race, and assimilation within the context of class, for example, negotiating which community should benefit from a bill that would provide job growth.