There was no finale for Deadwood. It just wasn't renewed after S3
Rome's finale was rushed. Season 2 was supposed to follow the power grab after the death of Caesar and end with the death of Brutus. Seasons 3 was supposed to follow the budding rivalry between Marc Antony and Octavian and their eventual falling out. Season 4 would cover Antony and Octavian's reconciliation, the Second Triumvirate, their second falling out, and climate with the battle of Actium and the triumph of Augustus/Octavian. But HBO pulled the plug while filming Season 2, so they ended up cramming 2 and a half seasons into the last half of Season 2