Megan Kelly was interviewing former Gambino family underboss turned FBI informant Salvatore 'Sammy the Bull' Gravano when she shared with him the breaking news of Caan's death yesterday. Gravano then claimed that Caan, 82, was connected to the mob and was present when the actor allegedly asked Colombo family boss Joe Colombo for permission to star as Sonny Corleone in The Godfather. 'He was in the mob,' Gravano told a confused Kelly. 'James Caan was in — was hooked in with the mob.' 'I was there when he came down and asked permission to be in that movie. I was...