I didn't see it coming. I got whacked! I TiVo'd the last episode of the Sopranos and finally got the chance to watch it. I watched it a second time and I watched the ending at least 3 more times. I even had my wife watch it. At first I didn't get it. Then, it hit me. The only person to get whacked at the end was me. All of the tension was there for Tony to get whacked. I know that some have said that is what happened because Tony had said in the first episode of the season that everything goes to black. The problem is that this isn't a first person narrative. We are not hearing Tony's thoughts and seeing the world through his eyes.
The audience is a part of the family. Someone who has been allowed in and has been an accomplice in the most secret of things. We were there with him while he waited for his family. We got to see everyone who came into the diner. We got to feel the tension and the paranoia. Was is the weird trucker guy? The guy who kept looking at them from the counter? Whoever it was, Tony was not the hit. It was me and the millions of others who faithfully watched the show. None of us saw it coming. Talk about closure. We don't get to see any more of that world because we are no longer a part of it.
That is my theory. If I'm right, then Chase is a genius for crafting such a brilliant ending. Brilliant because no other show has ever had such a unique ending. It was so much more than, "I didn't see that coming." The Sopranos Audience - R.I.P.