With only two episodes left of the HBO series The Sopranos, everyone wants to know how the show will end. One theory floating around is that Phil Leotardo will kill Tony Soprano as payback for the death of his brother Billy.

It's an interesting scenario, but one that was almost never possible. Chris Caldovino reveals in this interview with us that his Billy Leotardo character was created at the last minute to resolve a naming conflict.

Caldovino also talks to us about life on The Sopranos, his new film Brooklyn Rules and his thoughts on how he'd like to see The Sopranos end.

Where are you originally from and where do you call home now?
I'm from Brooklyn, NY, born and raised there and I live in Los Angeles now.

How exactly did you get into acting, and when did you decide this is what you wanted to do for a living?
I kind of always wanted to do it, but never realized it or admitted it to myself. Its something I've thought about, I just didn't think it was a possibility. My friend Terence Winter, who went on to write for The Sopranos and wrote the movie Brooklyn Rules, was in college at the time and decided to come out to L.A. to be a screen writer. He always wanted to do it, but never thought it could be done. So he decided to do it and I thought, "You know what, I'm coming with you." That's how I decided to pursue this acting thing. So we came out here together.

How tough was it to break into the business? How many auditions did you go to before you landed a role, and was there ever a point where you thought you may have to do something else with your life?
Sure you think that from time to time. But if you really decide to do it, there's nothing else you want to do. In the beginning it was tough because when you first come to L.A. you don't have an agent, you don't have a manager. If you send your head shot and resume out to someone without a manager sending it, no one looks at it. You'll never get an audition. Well, my friend was going through the same thing with his scripts he was writing, so we decided to form a bogus agency. We made up letter head. We got a post office box and a voice mail number and we made up this bogus agency. We called it the Doug Vitanni Agency. I think it was some – he came up with that name, somebody he went to school with or something and this person probably has no idea his named was used as an agency. Yeah, and we started getting, you know, people started reading his scripts a little bit and I got a couple of auditions. (Laughs). The funny things you have to do.

You dabbled a little in the comedy genre playing "Officer Ray Cyst" in Party Animalz. Talk a little about that project and the difference between doing comedy and drama. Which do you prefer?
Party Animalz was fun to do. I don't know if you've ever seen it. It's not the greatest movie in the world, but it was a lot of fun. Which do I like better? That's a tough question. It totally depends on the piece, you know. If it's well done and well written, comedy can be just as good as drama. Comedy is a lot of fun to do, but it's hard. I mean, your timing has to be right. Drama is almost more natural and with comedy, you have to have a sense of timing. It's a little more technical.

You are best known for your role as Billy Leotardo in the HBO series The Sopranos. How was the character originally described to you and what was it like having such a pivotal role on a critically-acclaimed television show?
Well, it was awesome. I can't describe it, I mean, just being a part of that show was one of the greatest things that I could ever had hoped for in my acting career. In the beginning, the role wasn't even going to be "Billy Leotardo." It was the '02 episodes and I was just supposed to be "Phil Leotardo's" henchman.

In fact, there was another name they were using and it was only supposed to be two episodes, but you never know what's going to happen with that show. The name that they were using for my character didn't clear. They couldn't use that name so one of the producers was on the set the first day of shooting and said I kind of looked like I could be related to Frank Vincent, who plays "Phil Leotardo." David Chase said okay, great. Let's make him "Billy Leotardo." And then because I was the little brother, the story evolved that way. Never would have happened if the name cleared. If the named cleared, I was just going to have two episodes as some henchman. I probably would have gotten killed off right away, and that would have been it.

Most of the cast on The Sopranos have been with the series since inception. Talk about the adjustment, if any you had to make coming onto the set of a show that has been on the air for four seasons?
Well, most of my scenes were with Frank Vincent, and he's been a major part of the show for the last couple of seasons, but he was a new character also. So I didn't feel like I was going into a situation where everybody knew everybody and I was the only new guy.

After a couple of episodes, everybody was just so friendly and nice and I don't think it would have mattered anyway, but my first two episodes basically were with Frank Vincent, so it worked out great. I'm sure even if it worked out the other way, it would have been fine too because the cast and the crew were really nice. It's like a real family atmosphere, no pun intended – or maybe it was a pun intended, but everyone was really nice. The crew was just fantastic.

What did you enjoy the most working on this series?
Just getting a chance to be a part of such a groundbreaking show. I feel the show really said a lot. There are a lot of critics because of the content of the show, but I think the show really has tried to say something, and I'm just really happy to have been a part of that.

The creative team behind The Sopranos can be very tight-lipped about what is going to happen to characters on the show. When did you find out that Billy Leotardo was going to die and what was your reaction?
I found out the day I received my script. You don't know. In fact, even during the shooting, you only get the part of the script that pertains to you. You don't get the whole script. That's how secretive the show is. So I found out when they sent me the script for that episode, and I was devastated. If I went to my doctor and he told me I only had a month to live, I would have felt the same way. I couldn't have felt worse about dying on The Sopranos.

Phil Leotardo's anger with Tony over Billy's death has become an important part of this final season. What is it like to watch the show now from home and see where things are headed now that you are no longer on the show?
It's really fun. I first appeared on the show in season five, so I was a huge fan for four seasons already. And now watching it, now that I'm dead, it's so much fun. In fact, every time Frank Vincent's character fights with Tony Soprano about me, I'm like "yeah, bro' get em. You show em'. They killed me, I have to be sitting here in my living room and I could have been there." I'm still a fan of the show, but now it's a little personal, so it's even more fun to watch. It's almost like betting on a football game and watching it – having a personal stake.