The episode where Paulie and Christopher get lost in the woods is “Pine Barrens.” It is the 11th episode of The Sopranos’ third season and first aired on May 6, 2001.
Tony sends Paulie Gualtieri and Christopher Moltisanti to collect a debt from Valery, a Russian associate. After Paulie provokes a fight, the pair believe they have killed Valery and take him into the snow-covered New Jersey Pine Barrens to dispose of his body. Valery survives, escapes, and disappears into the forest, leaving Paulie and Christopher stranded.
The episode became famous for its darkly comic survival story, including their failed attempts to navigate, find food, and contact Tony. Although the story is set in New Jersey, the forest scenes were filmed at Harriman State Park in New York. Another common mix-up concerns Valery’s fate: the episode deliberately leaves his disappearance unresolved, but that uncertainty does not change the episode’s canonical title.