"The Sopranos" is a coy mistress, a moody, provocative creature that arrives in our living room Sundays at 9 p.m., demanding our full attention.

We never know what to expect of the show, which is why we love it. Tomorrow night is the last episode of the penultimate season, and it is still as unpredictable as the bear that stumbled into Tony Soprano's yard at the beginning of this year. For five seasons there have been surprises and false leads, there have been omens that only later were understood, there have been subtle references to previous shows and allusions to literature that only English professors catch.

When we watch, we all become detectives -- Inspector Clouseaus, really, bumbling around. The creator of the series, David Chase, delights in our pratfalls.

Gina Barreca, an English professor at the University of Connecticut who has edited a book on "The Sopranos," describes the show as a traditional Italian meal gone haywire: "You had your cup of coffee, and you had your sambuca, and then they bring out a plate of veal."

Subversive thinking: "There's a kind of a rule in television," says Jay Anania, a filmmaker who teaches directing at New York University. "You tell people what they're going to see, you show it to them, and then you tell them what they just saw."

In "The Sopranos," nobody clues viewers in to what's about to happen. As in life, there are loose ends that are never tied up. There are metaphors we struggle to divine. Chase has said in interviews that he doesn't zoom in on Tony Soprano's face during the protagonist's therapy scenes because he doesn't want to signal to viewers what's important. He wants them to figure that out for themselves.

"The Sopranos" is messy. Take the missing Russian thug. He crops up in season 3, when two of Tony's underlings try to kill him, but he escapes -- wounded -- into the woods. Since then, the Russian has been kept alive on message boards by "Sopranos" devotees, who fervently believe that Chase would not abandon that plotline. Chase, though, has suggested in interviews that the man is not coming back.

The bear that appeared earlier this season was adored by "Sopranos" critics for its metaphorical possibilities. Could it represent Tony? Or the FBI? Was the bear an allusion to the fact that Tony and Carmela had split, and the Soprano home was now without a man, unprotected from the wild forces outside?

"They don't, like, have some chart up in the writers staff room at 'Sopranos' central saying, 'We mean this bear to be . . . '" says David Lavery, an English professor at Middle Tennessee State University, who has edited a book of essays on the show. "With all that said, it of course suggests the missing Russian."

Then there are the literalists, like Vince Curatola, who plays Johnny Sack, the New York mob boss on the show. "It's northern New Jersey. There are bears," Curatola says. "That's it."

This is a sort of blasphemy to English professors, who seem to love the show. They talk about Chase as if he were a modern Shakespeare. They say things like, "Chase is cross-fertilizing his mythology."

That's Maurice Yacowar, an English professor at the University of Calgary who, like quite a number of people, has written a book analyzing "The Sopranos." He has mapped out the show with as much care as numerologists use to find patterns in the Bible, detecting what he believes are symmetries between the one-quarter and three-quarter marks of the series. Yacowar sees Tony, played by James Gandolfini, as an Oedipal character, "finding his relationship with his mother tragically inescapable." Other English professors see Tony as King Lear, undone by bad judgment, or as Hamlet, seeing the ghosts of loved ones. Carmela Soprano is perhaps Lady Macbeth, increasingly complicit in her husband's crimes as she enjoys his spoils.

What's striking about "The Sopranos" is how it has so many people talking. (This season, most episodes garnered more than 9 million viewers for the pay-cable HBO network. In comparison, the ever-popular "60 Minutes," also on Sunday evenings but for free on a broadcast network, averaged over 14 million viewers this season.) Some readers have looked for plot clues in the print ads that HBO runs, which have featured the family and associates in various settings. Slate runs a roundtable dissection with experts on Mondays. The Asbury Park Press has sometimes run something called The Hit List, which speculates on the odds that various characters would get whacked in upcoming episodes.

Barreca, of U.-Conn., says she once made a $20 bet about whether or not Tony and his therapist, Dr. Jennifer Melfi, who have shared an attraction, would sleep together. Barreca turned out to be right -- they didn't.

At least, not yet.

"The Sopranos" feeds the imaginations of conspiracy theorists everywhere. Fans on message boards often claim to have inside information, which they attribute to "my cousin" who "works at a local coffe shop," or "my cousin" who "was David Chase's waiter this weekend." They have theorized that the girlfriend of "Christufuh" Moltisanti (Adriana La Cerva, played by Drea de Matteo), who was recently brought into the woods and killed, was actually not killed. Furthermore, some have speculated, whether seriously or in jest, that -- well, "dman4384" on an NJ.com message board says it best:

"Ade in her moment of grief stumbled across the Russian. They will be getting married in the 6th season."

If predictions fall short, it only keeps people watching. After all, who expected Dr. Melfi to be brutally raped in a parking garage? Lorraine Bracco, who plays the role, says when she got the script for that episode, she was shocked.

"I was so mad at David," Bracco says. "I was like, 'Why would you hurt me? I'm the only decent human being here.' "

And when Dr. Melfi almost -- but then doesn't -- tell Tony about what happened, knowing Tony could wreak satisfying revenge on her rapist, many viewers were stunned. They didn't want Melfi to take the high road. They wanted street justice, not decency. Bracco's father stood in front of the television set, screaming, "Tell him! Tell him!"

In its contradictions, "The Sopranos" acquires layers of meaning. It makes us wonder just how much of Tony's corruption is ours, too. And if that means viewers are reading into things, then so be it.

"If people believe there is significance to these things, then there is significance to these things," says Edie Falco, who plays Carmela. "On some level even the people who create these shows don't know the deeper meaning."

As mobster Tony Soprano, James Gandolfini is the hub of HBO's hit series, which draws more than 9 million viewers on Sunday nights.From left, Lorraine Bracco (Dr. Jennifer Melfi), James Gandolfini (Tony Soprano) and Drea de Matteo (Adriana La Cerva): Players in the unpredictable yet so watchable HBO hit series "The Sopranos."