The dead-pan nature of The Sopranos is great. There's a lot of little details that aren't really meant to be all that notable that are hilarious.
One of my favorite scenes of season 5 is when Furio brings over gifts from Italy for Tonys children. If you notice the first gift that Carmela pulls out is for Meadow and Furio spelled it "Maedo" on the package and it's just this tiny little book. And then the gift for Anthony Jr's just this little carved wooden keychain of a smiling man in a tuxedo and top-hat. Then later on Carmellas all "Anthony Jr just loved that little man you got him!" haha