Gloria Trillo (portrayed by actress Annabella Sciorra) was Tony Soprano's girlfriend in Season 3 of The Sopranos. Tony first met Gloria at Dr. Jennifer Melfi's office, as Gloria was another patient of Dr. Melfi's. Dr. Melfi accidentally scheduled them for the same time period, and Tony gave Gloria his time slot, which impressed Gloria.
Tony later saw Gloria again at a Mercedes dealership, where Gloria worked as a sales-woman. They went out for a drive in one of the Mercedes cars and that outing ended up in Gloria and Tony beginning their relationship.
In the beginning, things were going well between Tony and Gloria. Tony saw Gloria as an exotic breath of fresh air and was excited to have her in his life.
However, after Christmas when Gloria returned from Morocco, that's when Tony started to see the dark side of the beautiful Gloria Trillo. She became angry with Tony when Tony's ex-girlfriend Irina called, and stormed off of Tony's boat. Soon after, Gloria apologized to Tony and their relationship resumed. Not long after, Gloria again became angry with Tony and Tony started to see there was more than one side to her.
During the course of all this, we see Gloria meeting with Dr. Melfi, and it is shown that Gloria has been in quite a few relationships, all of them ending with her boyfriend leaving her after seeing the bitter, angry side of her take over the relationship. Tony comes to see this when Gloria throws a London broil steak at his head out of rage for leaving her house early from a dinner date.
As Tony and Gloria's relationship begins to diffuse, Gloria sees Carmela Soprano at the Mercedes dealership one day, and offers to give her a ride home after realizing she is Tony's wife. This could be seen as a way for her to learn more about Tony's home life. After Tony discovers this, he angrily proceeds to the dealership to confront Gloria, and decides to break the relationship there. This deeply hurts Gloria and she begs Tony to take her back by calling him to her house. After Tony refuses, Gloria descends into an emotional breakdown and threatens to tell Carmela and his family of their affair, should he leave her. Tony becomes violent with Gloria and threatens to kill her if she goes anywhere near his family. During this argument, Tony also realizes Gloria reminds him of a woman he knows all too well: his mother.
It is obvious that, despite all of this, Gloria will still pursue Tony, so Tony decides to send her a final warning. He sends his soldier and accountant Patsy Parisi to the Mercedes dealership to pose as a customer looking to buy a Mercedes. Gloria and Patsy drive out to a secluded location, and once there, Patsy pulls a gun on Gloria. He orders her to never contact or bother Tony and his family again, or there will be fatal consequences. Patsy walks away, and Gloria is visibly shaken. The message is received as Gloria leaves Tony alone after that.
In Season 4, Tony discovers that Gloria committed suicide by hanging herself. Ironically, Carmela is the one who delivers the news after hearing about it at the Mercedes dealership. Carmela never realized that Tony had an affair with Gloria, and that Gloria was just a friendly sales-woman who had given her a ride home.
Soon after this, Tony goes to the Mercedes dealership. One of Gloria's co-workers confirms the tragic news. When Tony goes to see Dr. Melfi, he becomes very angry with her about Gloria's suicide and demands to know why she didn't help Gloria more. Dr. Melfi states that every patient's welfare is of great importance to her and that when she learned of Gloria's suicide, she was devastated at the news.
There are a couple of dream sequences where Tony dreams of Gloria, and it is apparent that the memory of her will always haunt Tony.