Police spokesman Lt. John Grimpel says John Costelloe was found dead in an apparent suicide at his Brooklyn home on Dec. 18.
Police were called to his residence after family members were unable to reach him.
The 47-year-old former New York City firefighter gained fame in 2006 when he was cast as short-order cook Jim "Johnny Cakes" Witowski opposite Joseph Gannascoli, who played gay mobster Vito Spatafore on the hit HBO show.
Costelloe was performing as a hustler in a theater production of "Gang of Seven" at the time of his death.
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