I took the ending as Tony being killed.
Most of the series is from Tony's point of view, so the abrupt end just feels logical if you think that he was shot.
"You probably don't even hear it, when it happens." (Bobby)
Oh, found this documentary the other day. Never finished it, but I'll just leave it here.
Also, on the topic of Mafia, these were pretty interesting too:
Recorded phone calls between Joe Pistone (aka Donnie Brasco) and Benjamin "Lefty" Ruggiero.
Really need to get one of Pistone's books.