First of all, James Caan is Jewish. This city in France that someone may have been thinking of is Cannes (Annual Film Festival, y'know....).
Also, I believe Jason Robards played Al Capone in the St. Valentine's Day Massacre film of 1967 or '68.
If we can go beyond films, Henry Winkler, who played the Italian Arthur (The Fonz) Fonzarelli in Happy Days, is also Jewish. Not exactly a 'mob' character, but still a pretty tough guy...