http://masterofsopranos.wordpress.com/the-sopranos-definitive-explanation-of-the-end/

Part I: How David Chase killed Tony Soprano: A look at the directing and editing in the final scene and the “Never hear it Happen” concept laid out by David Chase.  Plus a closer look at why the other theories about the end just don’t hold up.

Part II: What does Tony’s death mean? How the themes of the final season and all 86 hours of the show lead to a family dinner in a small diner in New Jersey.

Part III: The Symbology of Holstens.

Part IV: The final season and “The Godfather”.

Part V: How 9/11, terrorism and the U.S. war in Iraq unlock the keys to the final scene in Holstens.

Part VI: Miscellaneous “Fun Stuff” that could only be created by David Chase.

Part VII: “The Public Enemy” and “Goodfellas” influence on the end of The Sopranos.