Revealing mistake: In at least one scene at the Bada Bing, the neon sign reading "Satin Dolls" can be seen reflected in the mirrors. Satin Dolls is the name of the real strip bar where the Bada Bing scenes are filmed.
Continuity mistake: During the show's opening credits for the entire run of the series, when Tony drives up to the NJ Turnpike toll gate, the lane 7 machine spits out a toll ticket, and Tony reaches for it. It then cuts to a close-up as Tony grabs hold of the toll ticket, but this ticket machine is now different; note all the stickers. The close-up was shot at another lane's ticket machine.
Other mistake: The set-up of Dr Melfi's office makes no sense. Her office is in a building with other doctors, but there are windows on the right side of her office where another doctor's office is.
Visible crew/equipment: In the show's opening title sequence, in the moment where Tony Soprano passes with his car through the tollbooth, the cameraman's legs, sitting next to him, are reflected on the windshield.
Answer: The show creators intentionally left it ambiguous as to what happened to Valery.
LorgSkyegon