Sopranos is my all time favourite show, and the music in the show is unique. Unlike most TV shows, it has no incidental music composed for the show at all. Instead, series creator David Chase personally selects all of the show's music with other producers and advisers. Each episode's closing credits sequence features a unique song, well except for the famous final episode. Check out this wiki page for more information on the music on The Sopranos.
I made my Sopranos Spotify playlist long ago, but the key track that ends one of the best episodes Pine Barrens, Cecilia Bartoli sings the aria Sposa son disprezzata from a Vivaldi opera, was missing till it was added to Spotify this week. Here's the Spotify playlist of The Sopranos (71 tracks, 4.6 hours). It features all the ending songs, as well as the famous theme song Woke Up This Morning (Chosen One Mix) that plays at the beginning of every episode, and Journey's Don't Stop Believin' that ends the whole show.
As much I like the show, I cannot help to ask myself: "What is this all about?" when it ends. Unlike Orson Welles in his Touch Of Evil, Tony Soprano disdainfully say no to any possibility of redemption from the very beginning, and his absurd self-righteousness sometime brought the show into the realm of comedies. Of all the characters, I sympathize with Tony's son the most. To me the most moving scene of the show happened when he burst out crying to his shrink: "Why can't people just get along?" The show would made much more sense if we see more moments like this, in which children ask about the simple yet neglected truth and make the whole adult world speechless.
For other songs heard in the show, also check out The Sopranos and Music You Heard On The Sopranos.