By simply reading the title, one would expect a particularly bloody episode. Nothing of the sort: Mayham is sad, funny, poetic and foreboding - quintessential Sopranos, in other words.
With Tony still in a coma and still trying to prove to the guys inside his mind he isn't Kevin Finnerty, Silvio is taking care of his business back in the real world, only to have an asthma attack as a result of the added stress. Meanwhile, Carmela realizes she is every bit as rotten as her husband after having a revealing conversation with Dr. Melfi, and also discovers Paulie and the others don't really care about her, as proved by the looks on their faces when they have to give her a part of their earnings. Speaking of Paulie, he puts the "fun" ingredient into the episode thanks to a scene where he beats up some people and for once gets some punches in return, a kick in the nuts proving especially painful.
Being practically the third part of a very long season opener, one that sort of puts everything in perspective and sets things in motion for the flowing episodes, Mayham is wonderful in its juxtaposition of pitch-black comedy and mature tragedy, with just a slice of Twin Peaks-like dream sequences to add some extra emotional heft, none more so than when Tony, about to wake up, is given the opportunity to choose between living and dying, and that offer is made by an unidentified waiter (Steve Buscemi) who looks a lot like his dead cousin. The metaphorical readings of that scene are numerous and not entirely easy to get, and that's for the better of it: "easy" would be a sign of creative complacency, which is exactly what The Sopranos has always conquered, episode after episode. This one is no exception.