This post is probably going to appear pretty random, but this is one of those instances where I'm treating the blog as a repository for trivial lists and the like that I may wish to refer to later. You're, of course, welcome to make whatever use of this you see fit.
I love The Sopranos; enough that I even ordered HBO just to follow it in its final seasons, after getting caught up initially by ordering the DVDs from Netflix. I was pretty underwhelmed by the DVD release special features, though. There's a pretty comprehensive video interview of David Chase conducted by Peter Bogdanovich on the first season, but the remainder of the few supplements were brief fluff pieces (excluding, of course, twenty scattered episodic audio commentary tracks). Here's the list:
David Chase Interview (1:17:30)
Family Life (4:12)
Meet Tony Soprano (3:30)
The Complete Second Season
The Real Deal (4:51)
A Sit-Down with the Sopranos (13:36)
The Complete Third Season
Untitled featurette (3:46)
Season Six, Part II
Making Cleaver (8:22)
The Music of The Sopranos (16:29)
Notice that seasons four, five and six part I didn't have any supplements aside from commentary tracks. This list does not include text-based features such as lists of awards or the "previously on..." or season recap montages.