Some of the greatest stories ever told were told on "The Sopranos."

For six seasons, HBO broadcast the lives and deaths of the titular New Jersey family, led by mob boss Tony Soprano (James Gandolfini), his conflicted and complicit wife Carmela (Edie Falco), his aimless, hot-headed nephew Christopher (Michael Imperioli), and his scheming uncle Junior (Dominic Chianese). While other crime shows portrayed criminals like these as cowboys conquering the new American frontier, series creator David Chase imagined them as tragic antiheroes, clinging to a fading world as the mundane and universal realities of life knocked them off their horses and into jail cells, nursing homes, and early graves.

Chase and co. made their series even more striking by having "The Sopranos" eschew serial-storytelling conventions of constantly progressing overarching plots and regular cliffhangers, instead approaching each episode as though it were a standalone story. The result was not only a monumental...