If you have Netflix give this a try. We've really enjoyed it. Steven Van Zandt who played Sal in The Sopranos plays the lead. And it seems he had another life with Bruce Springsteen and the E Street Band.
From Wikipedia:
Lilyhammer is a Norwegian-American television series, starring Steven Van Zandt, about a New York gangster trying to start a new life in far away Lillehammer in Norway. The first season premiered on Norwegian NRK1 on 25 January 2012[1] with a record audience of 998,000 viewers (one fifth of Norway's population),[2][3] and premiered on Netflix in North America on February 6, 2012, with all eight episodes being available in full for streaming on the service.[4] Lilyhammer is the first original series by Netflix.
A second season has been commissioned, but due to Van Zandt's upcoming tour with Bruce Springsteen and the E Street Band it is currently unknown when production will commence.[