Found it, you were correct.
My grandfather died recently and at his funeral, I thought of this speech and had the desire to watch it.
Thank you

I think it may have been the first episode. I remember he made that comment at his father's funeral. He was sitting and talking to his sister about how he had traveled to Sicily, where he saw all these women standing on a beach, meeting a boat bearing a coffin of a relative coming "home" to be buried. The women were wailing and throwing themselves on the coffin.
It was an unsanitized version of grief that he found very real when contrasted to the types of funerals he'd grow up seeing in the family's funeral home.

Never say never