James Gandolfini, who died of a heart attack in June, had his Rolex watch stolen within hours after his death, according to celebrity entertainment site TMZ.
According to an insurance form obtained by the site, someone stole a $3,000 (£1,900) Rolex from the actor's hotel room on the day he died.
The form reportedly states that there was no damage to the room, with a suggestion that someone may have stolen the item during the commotion after the actor's death.
Friends and colleagues of Sopranos star James Gandolfini have spoken of his warmth and hard work at his funeral in New York.
The star, who died last week at the age of 51, "was just so friendly and sweet and humble," said actress Laila Robins, who played his mother as a young woman in the show.
"He had an acting coach on set back then because he just wanted to do a good job.
"That was so sweet, and I remember that about him the most - just how badly he wanted to do a good job. He worked so hard."
Lorraine Bracco, who played Tony Soprano's psychiatrist, was among those attending the service.
Friends, family and fans have gathered for the funeral of Sopranos star James Gandolfini.
The star, who played Tony Soprano in the hit TV show, died of a heart attack in Italy last week while on holiday.
Actor Steve Buscemi, who played Tony's cousin and Aida Turturro, who played his sister, attended.
Broadway theatres paid tribute to James Gandolfini last night, dimming their marquees in memory of the actor.
Best known for his role as Tony Soprano in the hit HBO series The Sopranos, the star also had a successful stage career.
Speaking about the Emmy Award winning actor, Charlotte St. Martin, executive director of The Broadway League, said: "James Gandolfini was a consummate actor who brought individuality to each role and inspired a true connection with the audience."
She added, "whether on screen or on the Broadway stage, he made every role believable and seemingly effortless."
The funeral of Sopranos actor James Gandolfini will take place in New York today, the 51-year-old star died of a heart attack last Wednesday in Rome.
Speaking on behalf of Gandolfini's family, an HBO spokeswoman said the funeral would take place at 3pm UK time at the Church of Saint John the Divine.
The body of the star was flown into Newark Liberty International Airport on Sunday night.
The actor had been headed to Sicily, to appear at the Taormina Film Festival, which paid tribute to him Saturday.
Funeral services for Sopranos star James Gandolfini has been set for Thursday at Church of Saint John the Divine in New York City.
An HBO spokeswoman speaking on behalf of the family said that the funeral is scheduled for 10am.
Gandolfini was found dead in his Rome hotel on Wednesday evening, after a suffering a heart attack.
The body of Sopranos star James Gandolfini, who died of a heart attack, was flown out of Italy today on a flight bound for New York, according to airport authorities in Rome.
Gandolfini was found dead in his Rome hotel on Wednesday evening.
Family friend Michael Kobold thanked the Italian authorities and US Secretary of State John Kerry for helping to accelerate procedures.
An autopsy showed Gandolfini had died of natural causes.
His funeral is expected to take place in New York later this week.
A friend of Sopranos star James Gandolfini said the 51 year old was "happy" and "healthy" before his death.
Speaking in Rome, Michael Kobold told the waiting media, "Jim was happy, Jim was healthy ... everything was going great".
Mr Kobald said it can take up to 10 days to repatriate a body in Italy, but the family hope Gandolfini's body will be put on a flight to the US either Wednesday or Thursday next week.
It is hoped the funeral will take place in New York by Saturday "at the latest", he added.
A post-mortem on the body of US actor James Gandolfini has confirmed that he died of a heart attack, a hospital source in Italy said.
The source, who asked not to be identified, said Gandolfini's death late on Wednesday in a Rome hotel was the result of "natural causes, a heart attack".