Are the whole cast of "The Sopranos" all Italians?

Many, but not all. Case in point: Peter Bogdanovich -- The son of immigrants fleeing the Nazis -- his father is a Serbian painter and pianist and his mother descended from a rich Austrian Jewish family -- Bogdanovich was conceived in Europe but born in America.

Like the characters they portray on the show, many of the actors on The Sopranos are Italian-American. Because Italian-American actors are often cast as Mafia-types in Hollywood productions, many cast members had appeared together in films and television series before joining the cast of The Sopranos.

https://en.wikipedia.org/wiki/Peter_Bogdanovich#Early_life

https://en.wikipedia.org/wiki/The_Sopranos#Casting