By Steve Gorman

LOS ANGELES (Reuters) - Three months after his notorious blackout farewell from "The Sopranos," actor James Gandolfini will return to HBO with a documentary about wounded U.S. veterans of the Iraq war, the network said on Monday.

"Alive Day Memories: Home from Iraq" will debut on the pay-cable TV channel on September 9, featuring Gandolfini's interviews with 10 American GIs recounting their experiences in surviving close brushes with death on the battlefield.

The documentary, for which the "Sopranos" star was the executive producer, marks the first project from his Attaboy Films production company, HBO said.

The title of the film comes from a phrase adopted by many wounded Iraq war veterans referring to the day they narrowly survived a combat injury, often with horrific wounds that leave them permanently disabled.

Gandolfini, 45, who has visited U.S. troops in Iraq on behalf of the USO, produced the film from a series of in-studio interviews with Iraq war vets earlier this year, discussing "their feelings on their future, their severe disabilities and their devotion to America," HBO said.

The burly actor is best known for his award-winning portrayal of Tony Soprano, a conflicted New Jersey mob boss and family man, on HBO's acclaimed gangster drama "The Sopranos."

The show concluded its eight-year, six-season run last week with a final episode that strongly suggested Tony was about to be murdered before abruptly ending mid-scene, cutting from a shot of Gandolfini's face to a blank screen.

The unorthodox, fill-in-the-blank finale left many viewers convinced something had gone wrong with their cable TV reception and triggered a torrent of debate by fans and critics.

Gandolfini's next acting role is expected to be a feature film portrait as Ernest Hemingway in a story centered on the writer's tempestuous romance with war correspondent Martha Gellhorn, who became the novelist's third wife.

Last year, he appeared in a remake of "All the King's Men" that bombed with critics and the box office.