Some time later, AJ sits on the diving board of the pool with a cinder block tied to his leg with a rope and a plastic bag in his hand. He shivers (it's cold out) and cries, and then he puts the plastic bag over his head and secures it with a rubber band around his neck. I'm claustrophobic, and just watching this is freaking me out. AJ gathers his courage, tosses the cinder block into the pool, and jumps in after it. Almost as soon as he sinks, he either panics or changes his mind, or maybe some primal survival instinct kicks in, and he starts trying to kick for the surface. Luckily, the rope is long enough that he's able to make it to the surface (a huge design flaw) and he peels the bag from his head. Unfortunately, the rope isn't long enough that he can get out of the pool very easily. He flounders around, trying to grab the diving board without much success.
Tony pulls into the driveway and walks into the house, where he starts chowing down on some Lincoln Logs. He hears AJ yelling outside, so he looks out the window and sees AJ clinging to the diving board with a plastic bag on top of his head, treading water. If you had asked Tony the top ten things he never expected to see in the pool, I bet this wouldn't even have made the list, because it's so far out of his realm of possibility. As such, Tony isn't in much of a hurry to investigate. He walks outside, and AJ sobs that his arms are frozen, so he lets go of the diving board and sinks. Tony takes a running jump into the pool and hauls AJ up, as AJ explains that his leg is stuck. Tony manages to get AJ over to the side of the pool by dragging the cinder block along the bottom, and then Tony swims down and pulls up the cinder block, plopping it out of the water. Tony is strong like bull! AJ sobs the entire time. Finally, Tony hauls AJ out of the pool and hauls himself out as well. As AJ's sobs move into overdrive, Tony's first reaction is anger. He shakes AJ and yells, "What's wrong with you?" He pulls the plastic bag from AJ's head and seems to put the pieces of the puzzle together. Tony sits up so that he can cradle his son on his lap and croon, "You're all right, baby. You're all right."
Tony, Carm, Meadow, and AJ's shrink accompany an orderly as he pushes AJ down the hall of a hospital or mental facility in a wheelchair. They arrive at AJ's room, and the shrink tells the family they can visit AJ tomorrow. Carmela and Meadow, both crying, kiss AJ, who manages to tell them he loves them despite (as the shrink informs them) having had a lot of Valium. Tony rubs the top of his son's head and then kisses it. They have reached a set of double doors, and AJ, the orderly, and the shrink continue through them. As soon as AJ is out of earshot, Carmela starts sobbing. Tony says that AJ was better for a while. Meadow assures her parents that it's not their fault, but Carmela points out that Meadow warned them about something like this. Tony hugs Carmela and promises it'll be okay. Carmela cries out, "But he was always so happy! He was our happy little boy." James Gandolfini looks like he's about to start cracking up. Because when was AJ happy? As a newborn, maybe? Tony hugs his wife and daughter, who are both sobbing.