James Gandolfini

A private wake for James Gandolfini was held in Park Ridge, New Jersey Wednesday, the New York Daily News reports.

Gandolfini's widow Deborah Lin Gandolfini and the couple's 9-month-old daughter Liliana were among the first to arrive at the invitation-only wake. "It's a nightmare for the whole family," said Bob Price, whose wife is a Gandolfini cousin. "It's a horrible, horrible thing, everybody is just devastated. This man was everybody's hero. It's just the worst thing that could have happened."

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Broadway theaters also honored Gandolfini this week by dimming their marquee lights in his memory. A funeral Mass for Gandolfini will be held Thursday at the Cathedral Church of Saint John the Divine on Manhattan's Upper West Side.

Gandolfini passed away last Wednesday of a heart attack while vacationing with his family in Italy.