: Lieutenant Daniels covers for his detectives after they cause a near-riot at the towers.
: Uncle Junior orders a mock execution for Christopher and a real one for Brendan Filone to re-establish authority. [S1E3] Cover Me
While not titled "Cover Me," this episode features a major introduction and a pivotal "cover" moment for the police detail: : Lieutenant Daniels covers for his detectives after
"The Sopranos" Denial, Anger, Acceptance (TV Episode 1999) - IMDb Episode 3: "Denial
(Season 1, Episode 3: "Denial, Anger, Acceptance")
This episode explores the psychological "cover" characters use to deal with grief and crime: