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Featured Image Credit: Sipa US / Alamy Stock Photo / Instagram/ Amy Davidson
The Saturday Night Live star's sister, Casey, 24, took to Instagram to mark 21 years since Scott Davidson had passed, sharing a black and white picture of him in his uniform.
She captioned it: "This year more [than] ever I wish you could be here. We miss you, we celebrate you and we remember you every day. Proud to be your caseygirl [sic]."
Casey was only three when she lost her father while her older brother Pete, now 28, was just seven.
Pete had previously told The New York Times in 2019 that the 'overwhelming' tragedy had a profound impact on him and led to bad behaviour in school.
Eventually, he became so stressed that he was pulling his hair out.
Amy Davidson, the comedian's mother, said at the time: "It was really so hard for him to recover and I would even say it's just been recently that he's finding his way and being okay."
Pete went on to channel his grief into a film which he wrote and starred in, The King Of Staten Island.
"It's pretty transparent as I could be," he told E! News back in 2020 of the semi-autobiographical film. "We really wanted to follow this family and tragedy and how it affected them. And we wanted to show how you could overcome tragedy through life experiences."
The comedian said that making the film was ultimately therapeutic for him as he processed his characters' reactions to losing their firefighter father.
"I think when you're able to share a story like this at this magnitude and with so many people, it really allowed me to be as open and honest as I could be and it helped me deal with a lot of my personal demons," he said.
"This was something, one of the goals for this film was to allow me to put my past behind me and I think we were able to do that."
The comedian himself paid tribute to his late father on Jimmy Kimmel Live back in 2020, where he revealed that he was giving back to the charity that helped his family all those years ago, Answer The Call.
He told Kimmel: "Answer The Call is the fund that helped my family when my dad passed.
"It helps for firefighters and EMS workers that passed away in the line of duty and it helps out their families."
Scott Davidson was just 33 when he lost his life as first responder in the terrorist attacks.
If you have experienced a bereavement and would like to speak with someone in confidence, contact Cruse Bereavement Care via their national helpline on 0808 808 1677