Therapy with Dr. Melfi
10 episodes of The Sopranos carry this thread, 9h 52m in all — 10 of them are in The Essentials.
Arc membership is derived from each episode's own title and summary text. It shows where a thread is foregrounded, not every episode it touches.
In airing order

A mobster passes out at a family barbecue and seeks therapy to understand why.

While visiting colleges with Meadow, Tony spots a snitch. Carmela, meanwhile, discovers something about Dr. Melfi.

Anthony has disciplinary problems at school, prompting Tony to recount memories of his childhood with Dr. Melfi.

Pussy returns after months in hiding, Chris starts a boiler room stock operation, and Tony's long-lost sister shows up on the doorstep.

Chris becomes a made man, while Tony experiences another panic attack. Meadow continues to seethe over Tony's treatment of her boyfriend.

Dr. Melfi is brutally attacked, and when the justice system lets her down, she must consider asking Tony for help.

Tony and Carmela try a therapy session together, which ends in an angry dispute. Artie, meanwhile, tries to move in on Adriana.

Tony continues seeing Gloria, another of Dr. Melfi's patients, while Meadow continues seeing Jackie Jr.

Some of the old guards are released from prison and want to get back in the action. Chris and Paulie are at each other's throats over matters of money and respect, and Tony decides to tell Dr. Melfi what's really on his mind.

Tony hires help from overseas to fulfill a favor he was asked for by Johnny Sack and decides whether one of his top earners deserves another chance as he acknowledges to Dr. Melfi he was another chance when survived his gun shot wound.