We are glad you mentioned "Pine Barrens" from season three. In the episode, Paulie and Christopher get stranded in the woods while trying to kill the Russian, Valery. Valery ends up escaping in their car, never to be seen or heard from again. We have accepted the fact that this particular loose end will never be tied up on the show, but for our own peace of mind, can you please tell us what happened to Valerie the Russian? Feel free to make up whatever answer you want, we'll believe whatever you say. We just need to hear something.
(Laughs.) First of all, I don't know that he took the car. Nobody knows. The truth is, I don't know what happened to him. Our characters have speculated that maybe he died and got eaten by squirrels in the woods. We didn't see him take the car and we just don't know. Anybody could have come along and taken that car. It was left out in the middle of nowhere. So, the truth is, I really don't know what happened to him. If you see him, please call me.

The Sopranos actually has a number of loose ends that haven't necessarily been tied up. As a writer and someone who studies a lot of television and film, does it frustrate you to introduce plotlines that end up being dropped, or do you enjoy the fact that The Sopranos doesn't feel the need to tie everything up into a nice little bow at the end of each season?
I kind of enjoy it; it's more like real life. We're sort of trained by decades of network television that everything's got to be wrapped up in a neat little bow at the end of an hour and you don't have to worry about it, you don't have to think. The bad guy gets caught and sent to jail; the two lovers reconnect and live happily ever after, etc. We're so programmed to think that if they are trying to find the bad guy, they will absolutely find the bad guy or that no transgression will go unpunished.

Well that's not how life is. What we aspire to do is to tell a realistic story and sometimes, in your own life, you'll meet somebody and you'll think, "Oh wow, this person is going to be really important in my life" and then you never see them again. That's how it is. It's sort of random. And we'll introduce – it's not necessarily a mind-fuck or by design, but certain things get brought up and then are let go. And sometimes they do come back. Sometimes they come back years later. Characters are introduced, you don't see them again for seasons, and then they pop up again. So, as a writer, it is freeing to not have to worry about, "Oh, I owe this to the audience because they'll be expecting it." There is something to be said for wish fulfillment in writing, but there's also something to be said for thwarting the expectations of your audience and it's in many ways more satisfying as an audience member to be left a little off-kilter. Somebody said once, "Art asks questions, it doesn't give answers." I'm not saying what we do is art, but it's an interesting idea. It's an interesting way to think about it.

People might not know this about you, but you actually appeared in a couple of the earlier episodes of The Sopranos as a character named Tom Amberson. How different for you was it to be on that side of the business?
It was really a thrill. It was fun. I had not really acted before and we were auditioning that role and David hadn't seen anybody he really like and, at one point just turned to me while we were casting and said, "Do you want to do this?"

So I said, "Yeah."

He goes, "Alright, well you have to read, so go down and get the sides and come back in and audition." So I did and we ran it a couple of times and he said, "Okay, you can do it." And then, the night came for me to do it and I rehearsed my lines for hours and I was very prepared, but you sit down and there's the whole crew around you and the lights and the camera and Lorraine Bracco sits across from you and is looking in your eyes and suddenly, you are thinking, "Holy shit, this is not as easy as it looks."

And then, standing up – I had rehearsed all of my lines sitting down and the director, Allen Coulter, said, "When you leave, as you're walking, you talk to Dr. Melfi and ask her whatever question you ask."

And, I said, "Well, wait a minute. I have to walk and talk at the same time?" (Laughs.) I remember thinking, "How do they do this? It's so complicated." Not only do you have to walk and talk at the same time, you have to hit a certain mark on the floor, but don't look down to look for it, you just have to sense where it is. And this is like literally two lines of dialogue and by the end of the night I was sweating. So when you see somebody like Jim Gandolfini doing a 15-minute monologue or these long complicated fight scenes or arguments, over and over again, it just gave me – not that I didn't already have a healthy respect for what actors do – I really thought, "Wow, this is really hard. Thank God I'm a writer because I would not last 10 minutes as an actor."

As you mentioned before, you wrote and directed the episode "Walk Like a Man" this season. What was it liking sitting in the director's chair and did you enjoy the creative freedom of being able to see the episode completed from beginning to end?
It was great. My biggest regret is that I didn't direct sooner. I had been thinking about it for years and one of the great luxuries is that I had been on the set for certainly every episode I wrote myself. Basically, one of the functions of my job as a producer of the show is to sit on the set with the director and make sure that what's in the script is actually getting on film in the manner in which we intended. So, I learned a lot over the years and I got to work really closely with some really talented directors and work really closely with the actors, so by the time I was actually directing myself, it was a pretty smooth transition.

That said, it's a really big responsibility and it's some high stakes. But, for me it was great. I've been on the show for eight years. The cast and crew completely supported me and stepped up and just made my job so easy. It was great, it was a real thrill and really to just work directly one on one with the actors was great, particularly Robert Iler, who I think is enormously talented and just did some incredible stuff for me.

David Chase has said in interviews that he has always known how the show would end. Obviously, you are not at liberty to discuss the plot of the final episode, but, as a writer, do you agree with the way Chase chose to wrap up The Sopranos or would you have chosen to do it differently?
I don't know. I will say that I thought it was great and I think it will be a very satisfying ending.

Do you have any special plans to watch the last episode?
I am flying to New York with my girlfriend, we will be landing in New York around 6 p.m. and then I'll be watching it with my family in Brooklyn.

How accurate do you think The Sopranos portrayal of mob life in New Jersey is and what sort of response have you gotten from real life mafia guys?
We hear back from our sources that the actual mob guys really do like the show; they're very big fans of the show. I had an FBI agent tell me once that every Monday morning, the FBI guys who were on the mob beat would come in and over coffee, discuss The Sopranos and then they would listen to their wiretaps of the mob guys and it would be the mob guys discussing the show.

From what we understand, they really do like it. We got one piece of criticism once early on. Some mob guy got back to us through an FBI agent, I think, and said, "A don doesn't wear shorts." Tony was wearing shorts at a barbecue. So we actually used that in the show. At one point, Carmine Lupertazzi Sr. tells Tony, "I heard you were wearing shorts, don't wear shorts."

Let's talk about your new film Brooklyn Rules. In our interview with Chris Caldovino, he mentioned that you based the main characters on him, yourself and your friend Bobby Canzoneri. How much of the film is pulled from real life and how much of it is fictional?
I'd say about 65 to 70 percent is real life and then the 30 percent that veers into the hardcore mob stuff is fiction. Certainly, the core relationships are real, the friendship between the three of us is all real and some of the dialogue is verbatim dialogue of conversations we've had growing up – arguments, ball breaking, that sort of stuff. So all that's real.

For anyone unfamiliar with the film, how would you describe Brooklyn Rules?
It's a story about three friends growing up in Brooklyn in the 80s whose loyalty to each other is tested when one of them flirts with a life in the mob.

Did that actually happen in real life?
Slightly. Very slightly. But Alec Baldwin portrays a local mob boss. He's terrific; he's just great in the movie. Freddie Prinze plays my character, Scott Caan plays Chris' character and then Jerry Ferrara from Entourage plays my friend Bobby's character. And then, as you know from interviewing Chris, Chris is actually in the movie playing a different character. And at one point, his fictional character interacts with the fictional version of himself in the movie, which is kind of too much to get your head around.

At one point, me, Bobby and Chris saw a screening of the movie and were just sitting there shaking our heads because watching three actors play you in a film is pretty mindblowing.

Now that The Sopranos has wrapped up, where do you see your career going from here? Do you think you'll end up working on another television show or would you rather change gears and focus on movies or something else completely?
I'm developing a show for HBO right now, so hopefully I'll have my own series in a few years. I will also continue to write films as well. The great thing about television is that it actually happens. You can develop a movie for years and it never sees the light of day. If you get a show on the air, you can get an idea, write a script, film it and it's on the air in three months and people are watching it. It's very satisfying; you see your work actually come to fruition.

I don't know that I would necessarily want to work in network television again, which can be fairly frustrating. It's just sort of writing with handcuffs on. You are just so beholden to advertisers and it's kind of really difficult writing with the idea of "don't offend anybody" and "make sure everybody understands every single thing you say the minute you say it." HBO is so much more freeing and such a great creative environment that I would love to continue my career there and continue to write features as well.

Who in Hollywood would you love to get the chance to work with?
Actually, that dream came true recently. I'm writing a movie for Martin Scorsese to direct and to star Leonardo DiCaprio. It's a movie based on a book that's coming out in September that's called The Wolf of Wall Street. It's the true story of a guy named Jordan Belfort, who owned a brokerage firm in New York in the '90s. By the time he was 26, I think he was making over 100 million dollars a year. Ultimately, Jordan went to jail for some security law violations and just had an unbelievable roller coaster ride of a life. It's just a really, really fun project for me and to be working with Martin Scorsese, the guy who directed the movie that made me get into this in the first place is incredible.

What would you be doing for a living if you never got into writing?
Oh Jesus. I can't even imagine. I don't think I could have lasted as a lawyer. I was so unhappy. Man, I don't know. That is a really good question. Whatever it is, I know it wouldn't be nine to five and it wouldn't be stuck behind a desk. I just couldn't do it.

We've got one last thing for you here. We're going to do a word association.
Nah, I'm not going to do that. I don't want to do that.

Okay, fair enough. You and Henry Rollins are the two people who have refused our word association, so you are in good company.
(Laughs.) We are often confused for each other.

Interviewed by Joel Murphy, June 2007. Brooklyn Rules is in theaters now. Click here to read our interview with Chris Caldovino.