James Gandolfini will always be remembered for his role in The Sopranos, but he had a fine film career in movies such as In the Loop, The Man Who Wasn't There and Killing Them Softly

He was the tough guy, the middle manager, the career criminal, the broken-hearted man who couldn't face up to his bad life-choices, the mysterious beast in the legendary land of an unhappy child. In many ways, an unhappy child is what he himself was always playing. For the past 10 years or so, James Gandolfini established himself as an utterly distinctive presence in the movies – as a character actor in a supporting role.

His career would, of course, always be defined by his midlife mobster Tony Soprano: heavyset, menacing, self-pitying but with a weirdly sensitive and romantic streak.

No other actor in recent times with a healthy film career has remained so utterly identified with one TV role – and in terms of pure impact, maybe nothing he did on the big screen matched Tony's tearful "breakthrough" in therapy with Lorraine Bracco's Dr Jennifer Melfi, confessing his awful sadness at seeing a family of ducks leave his swimming pool. Gandolfini and The Sopranos were often held up as evidence that the best of US TV drama was beginning to outclass anything Hollywood had to offer.

But perhaps it was more that Gandolfini brought a naturally cinematic presence to the small screen and a gritty, meaty, non-pretty-boy authenticity. He was a robust, uncompromising, uningratiating figure, in the tradition of Ernest Borgnine or James Coburn.

James Gandolfini in Andrew Dominik’s crime thriller Killing Them Softly. Photograph: Weinstein/Everett/Rex Features

Gandolfini gave us some unforgettable moments on film, most recently in Andrew Dominik's crime thriller Killing Them Softly, playing Mickey, a Soprano-esque contract killer who is too old, too frazzled and too burnt-out for the business but as a misjudged and sentimental favour is given one last job by his old buddy Jackie, played by Brad Pitt. It is a macabre performance in its way, but utterly real, downbeat and also tragicomic. Mickey is a guy who clearly can't cut it as an assassin or anything else: a depressive, an alcoholic, a person who we encounter in the virtual death throes of his professional and personal existence. The horror and squalor of Mickey's miserable existence in his hotel room, plainly suffering from some slo-mo breakdown, was superbly performed by Gandolfini.

Gandolfini often played authority figures: not cops so much as top-ranking army officers. Perhaps the idea of a mafia "soldier" put the idea into the heads of casting directors, or perhaps something in his mighty frame filled out a military uniform rather well. Either way, his great bulk would often come encased, not in the wiseguy's shiny suit, but the dull brown of a general's uniform, complete with medals. He played senior military brass whose sedentary desk jobs had clearly caused them to put on the pounds since West Point. He was an imposing presence in Zero Dark Thirty, showing up late in the movie. Gandolfini's simple mass and scary, intimidating manner is enough on their own to tell you that something important is happening and the CIA is getting very close to catching America's public enemy number one. He is intrigued and amused by Jessica Chastain's brilliant, highly strung intelligence officer: for all the machismo, he has a detached, almost mandarin style.

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It was very different to his bizarre surreal confrontation in Armando Iannucci's In the Loop (based on the TV satire The Thick of It) as the ferocious top brass, squaring off with Peter Capaldi's seething spin doctor Malcolm Tucker.

Gandolfini could play a certain kind of bleak comedy without effort: his screen persona was naturally funny, in an acid way. It had something to do with his stertorous, slightly nasal-breathy way of speaking: a vocal tic to compare with De Niro or Brando.

He played against type as the gay hitman Leroy in The Mexican (2001) and there was some fascination in seeing Gandolfini – the classically threatening tough guy – playing a weirdly flirtatious scene in a coffee shop with Julia Roberts, on supremely arch form as she asks him: "Are you gay?" "You mean, am I happy?" snaps Gandolfini, whose character at this moment is perhaps the last man in the movies, or anywhere in pop culture, to affect not to understand the modern meaning of "gay". His role here was not as effective as it might have been, probably because the movie itself wasn't up to much, and the relatively dull pulchritudinous leads – Roberts, Pitt – were another reminder that Hollywood likes bankable good-lookers as its stars.

James Gandolfini as gay hitman Leroy in The Mexican, with Julia Roberts. Photograph: Allstar/Cinetext/Dream Works

Gandolfini was at any rate a more brilliant noir-ish figure in the Coen brothers' The Man Who Wasn't There – Big Dave Brewster, the guy who could conceivably be having an affair with the wife of Billy Bob Thornton's broodingly taciturn barber. His scene with Thornton, taking him aside, offering him a cigar, confessing tensely that he has been "weak" and that "he has been carrying on with a married woman" is gripping, because close-mouthed reticence is more naturally Gandolfini's own style. Even when he played morally weak characters, and he often did, he would generally play any scene from a position of strength. Yet here he is needy, pathetic, though the impression of danger and imminent violence is still great.

In some ways, the Gandolfini performance that his fans may savour most is his voice work in Spike Jonze's Where the Wild Things Are (2009), the cult screen version of Maurice Sendak's picture book classic – he voiced Carol, one of the wild things, an untamed, foul-mouthed figure. Gandolfini created something like the evil twin of the Cowardly Lion in The Wizard of Oz, and yet also showed that underneath a scary, brutal exterior there could be a thoughtful soul.

It was his great gift as an actor to take aggressive, macho roles and project something vulnerable, even lovable underneath. He was never a teddy bear – maybe a sleek, overfed fox – but a great and unique presence.