Full disclosure: I've never watched a single moment of The Sopranos. Everything I know about the show comes from other sources, so I'm not in any position to say anything informed about it.
Modern Medieval, though, has an interesting post comparing Tony Soprano and Charlemagne. I'm not sure what I think of the argument, since it seems to me that the whole "sleeping emperor" thing is more part of the general archetype of the hero who is lost but whose return is anticipated -- such as King Arthur, Hunapuh and Xblalanque, Gandalf, Odysseus, and (of course) the Big One, Jesus. Still, I'm not familiar with The Sopranos, so I'll have to defer to my more informed colleague.
When you think about it, though, it is possible that the desire for more of The Sopranos is not just an omnivorous hunger for more, more, more, but is maybe also the expectation of eternal narrative cycles. Maybe Eliade's The Myth of the Eternal Return can explain why every dang movie this summer is a sequel. Or maybe it's just because sequels are guaranteed money-makers, no matter how bad they are.
While I'd like to think the former ... it's probably the latter.