'The Sopranos' -- The Bada Bing Gets Broken Into ... Second Crime In Two Weeks!

Cops were called out to Satin Dolls -- the New Jersey strip club that doubled as the Bada Bing on "The Sopranos" -- for the second time in two weeks ... but this time, nothing was taken.

According to police in Lodi, someone smashed a glass door sometime between 2:00-5:00 AM. The would-be thief (or thieves) then pried open an office door and tried to get into the safe ... but ended up walking away empty-handed.

Police are investigating whether the break-in is tied to the robbery that took place last month. Back on December 22, two guys armed with shotguns stormed into the club and made off with $30,000 in cash.