Houve alguma referência ao russo que escapou na floresta nos Sopranos?

Não, ele nunca foi referido novamente. Eu assumi que ele fugiu e manteve a cabeça baixa de lá em diante.

Em entrevista com Terrence Winter e David Chase, foi revelado que eles manteve intencionalmente vaga (grifo nosso):

Perhaps the biggest legacy of ''Pine Barrens'' is what you don't see, i.e., what becomes of the Russian. It has become one of the most tantalizing mysteries in The Sopranos history.

WINTER: That's the question I get asked more than any other. It drives people crazy: ''Where's the Russian? What happened to the Russian?'' We could say, ''Well, he got out and there's a big mob war with the Russians,'' or ''He crawled off and died.'' But we wanted to keep it ambiguous. You know, not everything gets answered in life.

CHASE: They shot a guy. Who knows where he went? Who cares about some Russian? This is what Hollywood has done to America. Do you have to have closure on every little thing? Isn't there any mystery in the world? It's a murky world out there. It's a murky life these guys lead. And by the way, I do know where the Russian is. But I'll never say because so many people got so pissy about it.

Do artigo da Slate de 2012/12/05 David Chase não se importa Sobre o russo :

“Who gives a shit about this Russian?” David Chase says. The creator of The Sopranos has never understood his audience’s fascination with Valery, the Russian mobster who disappeared in the legendary “Pine Barrens” episode. It was a one-off story that needed no closure, Chase says now. He recalls thinking, “We did that show! I don’t know where he is! Now we’ve got to go and figure that out?!?!”

Terence Winter, who wrote “Pine Barrens” and many of the series’ other memorable outings, agreed with the fans on this one, much to Chase’s frustration, and kept pushing his boss to add a coda to that story in The Sopranos’ final season. They finally hit on an idea everyone would be happy with: Tony and Christopher pay a visit to the local Russian mob boss, where they find Valery sweeping the floor, not recognizing Christopher thanks to a traumatic brain injury suffered when Chris and Paulie were shooting at him. (It would be explained that a local Boy Scout troop found him with part of his skull missing, and saved his life.) At the last minute, Chase changed his mind, and he recalls a despondent Winter insisting, “God, you’re making a huge mistake leaving that on the table!”

Não é canônico, com certeza, mas vamos pegar o que podemos conseguir.