Jill Golick writes that one thing she likes about Entourage is “the way it is both arced and episodic.” Every episode is a self-contained story with a satisfying conclusion, but every episode advances a larger season-long story.
This is in many ways the ideal way to do a show with continuing storylines, and it’s really the only way to do a show on HBO. HBO shows tend to have the format she describes because of the nature of the network: the episodes have to keep the viewers guessing about what’s coming next, but every episode is going to be rerun multiple times (remember my oft-told anecdote about Chris Albrecht telling showrunners to make the episodes more confusing, thus ensuring that we’d watch the repeats to find out what the hell happened), so they have to have some kind of coherence as stand-alone episodes. I suspect one reason for the ratings struggles of In Treatment is that the daily serial format just doesn’t work for HBO; the individual instalments have some stand-alone coherence, but not enough to pull in people who haven’t watched the other sessions
The tricky thing about the serialized stand-alone hybrid format is that it’s very easy for a show to lose the stand-alone part of it and start turning the show into a pure serial, at which point it loses a lot of what made it enjoyable. This doesn’t apply so much to a comedy like Entourage, though it can happen; I think it sometimes came close to happening with Friends, as the relationship and baby-daddy stories overwhelmed the small self-contained stories. But it’s a very common problem with hour-longs. Buffy the Vampire Slayer and Angel both went so far into serialization that the individual episodes ceased to have much of an identity (except for the ones written and directed by Joss Whedon, because he always gives an episode a big self-contained gimmick). Shows can sometimes get to the point that serialization became an excuse for poor story structure, as in: we don’t have to wrap up this story, we’ll just hold it over until next week.