The Sopranos, "Pine Barrens"
Even when it was airing, "The Sopranos" had more of a reputation for serialization than was evident in the content of each season. David Chase had come out of decades on network TV, and while he rejected many of the medium's conventions, he largely preferred to construct episodes that were complete entities unto themselves, linking the various plots by theme and bringing most of the issues to a close by hour's end, even if some bit of Family (or family) unrest continued over several weeks or months. Perhaps the most famous "Sopranos" standalone — and, in some fan corners, infamous for the fact that its story didn't continue — is season 3's "Pine Barrens," which primarily deals with Paulie Walnuts and Christopher getting lost in New Jersey's famous woodland after a botched attempt to murder a Russian gangster. Fans assumed the Russian would emerge from the trees in a later episode and cause a war between his crew and Tony's, but Chase had no interest in that. (As he told me years later, his response to the fan outcry at the time was, "Who gives a shit about this Russian? We already did that show!") But if you go in understanding that it's a close-ended story, "Pine Barrens" is a marvelous black comic exercise in a Coen brothers key.