"But James Gandolfini and Edie Falco, they did such great work, especially in the last show"

Michael Imperioli is applauding the work of James Gandolfini and Edie Falco in the last show they remained in together. He is recognizing their skill and the effect they had on the program. He is most likely referring to the show The Sopranos, which was a major success and won numerous awards. The program was a groundbreaking series that altered the method people saw television. James Gandolfini and Edie Falco were the 2 main characters and their efficiencies were applauded by critics and fans alike. They both won numerous awards for their work on the show. Michael Imperioli is recognizing their skill and the impact they had on the program. He is likely revealing his adoration for their work and the tradition they left.