During his final conversation with Uncle Junior, Tony refers to their line of work as "this thing of ours", which is an almost literal translation of Cosa Nostra, the official name of the Sicilian mafia.
After this episode was screened in Ireland, "Don't Stop Believing" by Journey made Number 1 in the charts on downloads alone because of a radio DJ ray foley constantly promoting it and urging his listeners to download the song
The man in the ending scene wearing the members only jacket who walks in the restaurant to the counter, takes a peak over at Tony Soprano and his family and then walks into the bathroom for an unknown reason is played by Paolo Colandrea, the owner of Penndel Pizza in Penndel, Pennsylvania.
The trivia items below may give away important plot points.
David Chase had originally intended this episode to air simply with the blank screen in place of end credits, but was unable to obtain a waiver from the Director's Guild of America. The surprising final cut to black also led many viewers to believe that their cable service had accidentally cut out.
David Chase has never explicitly stated what happened to Tony Soprano during the final scene, leading to three widely embraced theories: nothing unusual happened (the heightened tension of the scene reflecting Tony's understandable paranoia), Tony was arrested by FBI agents, or Tony was murdered and the sudden cut to black indicated his passing. However, Chase later stated that when someone dies, everything goes black and they don't realize what happened at first - and also that he originally wanted HBO to maintain the silent and black ending for over three minutes, without any end credits (in the final airing, these credits appear only a few seconds after the final shot and fade out), therefore boosting the fans' belief that Tony Soprano actually was murdered in the last seconds of the series.
Agent Harris' exclamation of "Damn! We're gonna win this thing!" when he hears of Phil's murder is a reference to real-life FBI supervisor Lindley DeVecchio. DeVecchio was charged with leaking information to the Colombo crime family. He was caught on surveillance saying the same line after being told that a rebel Colombo mobster had been killed. He was later charged for informing the Mafia but the charges were dropped.
The final scene follows a pattern of showing Tony's face and then what Tony sees in front of him. This pattern repeats throughout Journey's 'Don't Stop Believing'. When we see the man in the 'members only jacket' step into the bathroom (behind Tony, an ideal placement to assassinate him). The final shots and the last time we see the pattern; we are shown Tony's face, and then what he sees...a black screen. In previous episodes in the season, characters such as Silvio and Bobby (speaking on the subject of being killed) talk about how "you don't even hear it coming" and "I didn't know what happened until it was over". This has lead some fans to speculate (with the pattern in mind) that Tony was assassinated by the man who went into the bathroom just a few minutes earlier, and that the black screen was in fact what Tony sees because he was killed. David Chase has never confirmed this theory (although he originally wanted the black screen to run for three minutes, instead of the credits), so the end is as intended; open for interpretation.
It's revealed in this episode that trusted Sopranos capo Carlo Gervasi has turned out to be an informer against the mob. Appropriately enough, Arthur J. Nascarella, who plays Carlo, was one of the "good guys" before he became an actor--having served 20 years on the NYC police force and eight years in the U.S. Marine Corps.