Academy Award winner James Coburn (“Affliction”) will star in the mystery-thriller “American Gun” for director Alan Jacobs, who also scripted.Pic will be financed by Los Angeles-based Escalon Film Partners. Investment group was formed to finance three films to be helmed by Jacobs. Lensing on “American Gun” begins Friday in Los Angeles. “Gun” centers on a World War II vet (Coburn) who, following the shooting death of his daughter, sets out to find the killer of a yet unsolved crime. Using the serial number on the handgun used in the murder, he traces the gun’s 20-year history across the U.S. — from the factory where it was made to the hand that pulled the trigger. Pic will co-star Virginia Madsen, Barbara Bain and Alexandra Holden.