[on the closing episode of the 'Sopranos'] I had to go on one of those nationally syndicated shows the next morning, so I heard from the whole country how upset they were. So I just started asking people, Okay, what's your ending? Does the family get wiped out? Is that what you want? You want the kid to get killed? Tony to get killed? The wife? Okay, so what? And nobody could really say. I said, 'I'll tell you exactly what happened. The director said cut, the actors went home. That's what happened.' It's a TV show. It's a fucking TV show, okay?

We lost Vinny Pastore [playing Sal 'Big Pussy' Bonpensiero] and that was the most difficult day up to that point. The only day on the set I can remember, you know, out of the whole ten years, where it was very uptight, a lot of tension on the set. I remember people yelling at each other and really pissed off, which you never saw. Why? Because we were losing Vinny. He was a beloved friend of ours, and you're not going to see him anymore.

[on auditioning for 'The Sopranos'] So David [Chase] goes, 'Sorry - any other part you want, you can have it'. I said, 'You know what, now that I think about it, I feel kind of bad taking another actor's part here. I'm a guitar player. These guys, they go to school, they go Off Broadway, they work for 5, 10 years honing their craft and being waiters and whatever'. He says, 'All right. I tell you what. I'll write you a part so you're not taking anybody's job'. I said, 'Well, I have a couple of treatments. I've written one about an independent hit-man that had retired. Silvio Dante.'

[on being in the cast of The Sopranos (1999) and a member of Bruce Springsteen's E Street Band] "I am having the experience two times in my life of doing something that makes New Jersey fashionable. What are the odds on that?"