With Paulie in jail, Christopher becomes acting capo in season four. Junior faces a RICO trial while Tony finds that the recession affects his businesses. Meanwhile, Furio catches Carmela's eye, and Janice sets her sights on Bobby.
Tony and Carmela both worry about family finances during the recession. Junior faces his own financial woes as his trial approaches. Adriana brings her new friend to the Soprano Sunday dinner, but Adriana has no idea who Danielle is working for. Tony bonds with Christopher by giving him the opportunity to avenge the murder of his father.
Meadow clashes with her parents when she decides to drop out of college and travel to Europe. Tony sends her to a psychologist, but it only makes things worse. Christopher is made a capo in Paulie's crew while Paulie serves a jail term, but Christopher shows a lack of talent for leadership. Danielle's under cover work with Adriana falls flat. The Feds then bring Adriana in for a meeting, threatening to send her up for drug possession if she doesn't turn on the Sopranos.
Sylvio and Ralphie plan to take action when they learn that a group of Native-Americans plan to protest the annual Columbus Day Parade. Bobby is devastated when his wife is killed in a car accident. Paulie continues to leak information to Johnny Sack from jail, while Janice puts an end to her fling with Ralphie.
Things heat up between Ralphie and Johnny Sack after Ralphie's rude remarks about Johnny's wife become public. Tony is forced to plan a hit on Johnny, while Johnny puts out a contract on Ralphie. Carmela stops by Furio's new home and discovers a growing attraction to him.
Tony discovers that he has a tender spot for Ralphie's new racing horse. He spends more time at the stables than with Carmela, who is angry over a new financial arrangement. The Feds turn up the pressure on Adriana, while Janice makes her move on a grieving Bobby.
Tony is flooded with guilt when he hears bad news about an old flame. He begins going out of his way to show his kindness to those closest to him. Artie falls for a scam and turns to Tony for help, while Christopher spirals further into his drug addiction and Carmela sets Furio up on a blind date.
Tony and Ralph enter into a shady real estate deal with a crooked Assemblyman, but things get complicated when Zellman admits to Tony that he's seeing his old girlfriend. Adriana pushes Christopher toward marriage in the hopes that it will nullify the FBI's hold over her. Paulie gets out of jail and has another meeting with Johnny Sack.
Tony strikes up a relationship with Ralph's latest girlfriend and learns some surprising secrets about Ralph's bedroom habits from Janice. Carmela helps herself to some of Tony's hidden cash, while Paulie sends his mother to a retirement home. Furio travels home to Italy and tells his father of his feelings for Carmela, getting some strong advice in return.
Junior uses an injury at the courthouse as an opportunity to introduce a new defense at his trial. Ralph begins to ponder the state of his life when his son is badly hurt in an archery accident. A mysterious fire at the stables results in the death of Tony's favorite horse. Tony confronts Ralph, resulting in a bloody and deadly climax.
Tony calls on Johnny Sack for help when his crew begins to question Ralph's sudden disappearance. Tony forces Christopher into rehab when his drug use spins out of control, but group therapy soon deteriorates into a brawl. Furio is noticeably cooler toward Carmela after his return from Italy.
Tensions mount between Jersey and New York when Tony and Carmine argue over the profits from a real estate scam. Janice grows impatient with Bobby's grief, while Tony makes a decision about his therapy. Junior must find a new course of action to get out of his trial when the judge rejects his latest defense strategy.
Furio resigns from the Soprano crew and goes home to Italy, leaving Carmela depressed and angry. Paulie tries to prove his loyalty to the Soprano family, but his burglary scheme ends on a violent note. Tony's feud with New York begins to hit him in the pocketbook, but Johnny Sack makes Tony a proposal that may solve their problems.
Tony and Johnny Sack prepare to move against Carmine, but Tony second-guesses the deal and considers another option. Meanwhile, Tony haggles with a lawyer when he decides to buy a beach house as a gift for Carmela. Junior finds that his legal worries are over when the judge makes a ruling in his case, and Christopher returns clean and sober from rehab. Carmela reaches the breaking point and throws Tony out of their home when Tony's ex girlfriend taunts her over the phone. Tony resists at first, but eventually decides that its best for his family if he leaves.