Aida Turturro (John's cousin) is in this episode connected to the rehab facility. This makes a total of three Turturros (including Nick's appearance in episode #1.1) in the series.
In addition to James Gandolfini, there are 4 'Sopranos' connections: Max Casella (Benny); Aida Turturro (Janice); Michael Kenneth Williams (Ray Ray from the episode 'An Army of One'); and Lord Jamar (Da Lux from 'The Fleshy Part of the thigh' episode)