NEW YORK—The writers of the HBO series The Sopranos took another daring storytelling step by killing off 10 million fans during the seventh season's premiere episode Sunday night.

"This was definitely a bold choice, one that producers of the show would have never thought of making five years ago," said New York Times television critic Virginia Heffernan, who noted that the move was hinted at in a season-five episode in which Tony dreamt he was riding a horse through his house. "But now that I look back, this was strongly foreshadowed throughout all of last season."

Industry insiders predicted that the show's producers would try to bring at least some fans back for the series finale, which may come as early as May.