Sopranos filming location - Nuovo Vesuvio
In real life, this location is known as: Punta Dura, Long Island City, NY.
It appears in the following episodes:
1x01, 1x13, 2x05, 2x06, 2x10, 2x13, 3x03, 3x04, 3x05, 3x08, 3x09, 3x10, 3x12, 3x13, 4x02, 4x03, 4x06, 4x08, 4x09, 4x10, 4x12, 4x13, 5x02, 5x03, 5x05, 5x06, 5x07, 5x09, 5x11, 5x12, 5x13, 6x01, 6x06, 6x07, 6x09, 6x16, 6x20, 6x21
Italian restaurant Punta Dura is located on 4115 34th Avenue, Long Island City, NY.
Interiors are supposedly shot at Silvercup Studios, but I think that's not (always) the case.