Furio has a key role in Season 4 as the mutual attraction between Carmela and himself grows. Furio is infatuated with Carmela, and Carmela likewise feels an intense infatuation with him. They both make excuses to just see each other, and when Carmela goes to Furio's house to meet with him about re-modeling his house, she brings A.J. along with her every time, as a means of having someone there to prevent her and Furio from being tempted to turn their infatuation into a physical relationship.
When Furio travels to Italy to attend the funeral of his father, he speaks with an uncle, and reveals his feelings for Carmela to him. The uncle warns him that it is very dangerous to become involved with the Don's wife, and the only way he could ever be with Carmela was if he killed Tony. This information further makes life complicated for Furio, as he is being pulled in two different directions. He is a loyal soldier to Tony Soprano and has traditional Mafia values, but he also loves Carmela and knows that he cannot be with her while Tony is still alive.
Later in the season, when Furio and Tony are at a party, Furio sees how Tony drunkenly interacts with other women, and feels that he does not deserve Carmela. Before they board a helicopter that will take them home, they both stop to relieve themselves near the helicopter, with Tony standing near one of the helicopter's rotating blades. Furio suddenly grabs Tony by the collar and is pushing him towards the helicopter blades when he suddenly stops and lets him go. He claims that Tony was standing too close and was pulling him away, but his real intention at first was to push Tony into the helicopter blades, and hence, kill him. Furio's unwavering loyalty and old-school Mafia values are most likely what saved Tony's life. At this point, Furio realized he could no longer be in Tony Soprano's crew, and soon disappeared by leaving for Naples without informing anybody.
When Tony and Carmela have a confrontation soon after they separate, Carmela reveals to Tony her true feelings about Furio. Tony is furious, and vows that he has people looking for Furio to kill him if he is found. It is unknown what becomes of Furio.