Three U.S. Marines were killed and another two were injured Tuesday when a roadside bomb blasted a military convoy in southeast Baghdad (search), the U.S. military said Tuesday.

It was the first major attack on American forces since they transferred sovereignty in Iraq to an interim government on Monday.

Footage from Associated Press Television News showed blood inside a slightly damaged Humvee and a flak vest laying in the road in the residential neighborhood.

A U.S. soldier at the scene said the bomb hit the lead vehicle in the convoy.

Meanwhile, Iraqi militants shot dead an American soldier they had held hostage for three months, saying the killing was because of U.S. policy in the Mideast nation, Arabic satellite television station Al-Jazeera said Tuesday.

The Arab-language station reported that the slain soldier was Spc. Keith M. Maupin (search), but the U.S. military said it could not confirm whether a man shown being shot in a murky videotape was indeed Maupin, who was taken hostage after an April 9 attack outside Baghdad. The report did not say when Maupin, 20, of Batavia, Ohio, was killed.

Army representatives met with Maupin's family Monday in Ohio to tell them about the video but they didn't confirm his death. The video shows a man, hooded and in U.S. fatigues sitting on the ground, being shot in the back of the head, then shot twice in the back in front of a hole dug in the ground. The station did not broadcast the killing.

There is no body yet but there is significant suspicion among Defense officials that it is in fact Maupin.

Maj. Willie Harris, spokesman for the Army's 88th Regional Readiness Command, said the videotape is being analyzed by the Department of Defense.

"There is no confirmation at this time, that the tape contains footage of Matt Maupin or any other Army soldier," he said.

Al-Jazeera said a statement was issued with the video in the name of a group calling itself "The Sharp Sword against the Enemies of God and His Prophet."

In the statement, the militants said they killed the soldier because the United States did not change its policies in Iraq and to avenge "martyrs" in Iraq, Saudi Arabia and Algeria.

In a separate hostage drama, an Iraqi extremist group freed three Turkish captives on Tuesday, Turkey's foreign minister said. Al-Jazeera television reported that the group was releasing the hostages "for the sake of their Muslim brothers."

"Our citizens have been released," Foreign Minister Abdullah Gul told state television. "We've struggled a lot for their release."

The Arab satellite station broadcast a videotape showing the three Turkish hostages, believed to have been contractors, kneeling in front of three members of Abu Musab al-Zarqawi's Tawhid and Jihad movement, as one of the militants read a statement.

"For the sake of you, our brothers, and Muslims of the people of Turkey ... we will release these hostages and send them safely home," the statement said.

Maupin was among nine Americans, seven of them contractors, who disappeared after an ambush on a convoy west of Baghdad on April 9.

The bodies of four civilian employees of Halliburton subsidiary Kellogg Brown & Root were later found in a shallow grave near the site of the attack. The body of Sgt. Elmer Krause, of Greensboro, N.C., was later found.

One civilian driver, Thomas Hamill of Macon, Miss., was kidnapped but escaped from his captors nearly a month later. The others are missing.

Scattered Violence Tuesday

Monday's surprise transfer of sovereignty came two days earlier in an apparent attempt to foil the timing of expected attacks by anti-American insurgents intent at undermining the transfer.

There were no major attacks on Monday. After nightfall four heavy explosions rang out in central Baghdad, near the U.S.-held Green Zone - a near daily occurrence in the capital. But the military said there were no injuries in the blasts, which were caused by mortar fire.

Early Tuesday, gunmen attacked a police station in Mahmudiyah, 20 miles south of Baghdad, killing one officer and one civilian, said policeman Satar al-Ghareri. Some eyewitnesses said the gunmen recited Quranic verses before peppering the police station with bullets and rocket-propelled grenade-fire.

Also Tuesday, a roadside bomb exploded as a senior Kurdish police official was heading to work, killing one of this guards and wounding him, police said.

Maj. Ahmed al-Hamawandi, the head of police in the Kurdish district of Azadi in Kirkuk, suffered minor injuries in the attack that occurred at around 8:50 a.m., said police Col. Sarhat Qader.

Sectarian tension has been on the rise in Kirkuk, a city that sits atop vast oil reserves, and Kurdish officials and police have been the frequent target of attacks by gunmen.

In Baghdad, assailants attacked a U.S. patrol in the Azimiya neighborhood. One civilian was killed, according to official in the Interior Ministry who spoke on condition of anonymity.

After the transfer of sovereignty to the new Iraqi interim government on Monday, President Bush raised no objection to Iyad Allawi taking hard-line measures to deal with militants such as Abu Musab al-Zarqawi, the most wanted man in the country.

"He may take tough security measures to deal with Zarqawi, but he may have to," Bush said. "Zarqawi is the guy who beheads people on TV. He's the person that orders suiciders to kill women and children."

In a separate hostage-taking, the father of a U.S. Marine who was reported kidnapped by militants on Monday issued a plea for his release. The captors of Cpl. Wassef Ali Hassoun have threatened to behead him.

Hassoun, an American Marine of Lebanese descent, was shown blindfolded, with a sword brandished over his head in a videotape aired on Al-Jazeera on Sunday. The militants threatened to behead him unless all Iraqis "in occupation jails" are freed. They did not set a timeframe.

"I appeal to the kidnappers and to their conscience and faith to release my son," his father, Ali Hassoun, said in an interview with The Associated Press at his house in the northern Lebanese port city of Tripoli.

"He is not a fighter. I hope that they will respond favorably to my appeal. May God reward them," he said.

Fox News' Bret Baier, Ian McCaleb and The Associated Press contributed to this report.