Broadway theaters paid tribute by dimming their lights briefly Wednesday night. Gandolfini was nominated for a Tony Award in 2009 as an actor in "God of Carnage."
For Thursday's service, celebrities and fellow actors helped make up the capacity audience.
Those from "The Sopranos" included Edie Falco, Joe Pantoliano, Dominic Chianese, Steve Schirripa, Aida Turturro, Vincent Curatola, Tony Sirico, Lorraine Bracco, Steve Buscemi and Michael Imperioli.
Others from the entertainment community included Julianna Margulies, Alec Baldwin, Chris Noth, Marcia Gay Harden, Dick Cavett and Steve Carell.
NBC News' Brian Williams was in attendance. So was New Jersey Gov. Chris Christie.
So was Saul Stein, 60, a resident of Harlem.
"I came to pay my respects today because he's a character I identify with, a family man," Stein said as he waited in line outside the church.
New Jersey accents were easy to hear among those hoping for a chance to get in. A few people spoke in Italian.
Of course, both New Jersey and Italian-Americans played a big part of "The Sopranos," which originally ran on HBO from 1999 to 2007.
Chase recalled a hot Jersey day early in the show's production that bonded him with Gandolfini — with whom he shared Italian-American working-class roots — for all times.
Waiting to shoot the next scene, Gandolfini was seated in an aluminum lawn chair with his slacks rolled up, black socks and black shoes exposed, and a damp cloth on his head in an effort to find some relief from the heat.
"I hadn't seen that done since my father used to do it, and my Italian uncle, and my grandfather," said Chase. "They were laborers in the hot sun of New Jersey."
"I was filled with love," Chase said, struggling to keep his composure, as he described the sight of Gandolfini in the broiling sun.
"I always felt we are brothers," he said, "based on that day."
Associated Press correspondent Bethan McKernan and Television Writer David Bauder contributed to this report.