Gallo's are heavy in Sicily. More particular are the Bruno-Gallo's (double barrel surname), prominent in Realmonte, Agrigento, Sicily.
Calabria, too. Mostly around Reggio, but I've also seen them in Cosenza. There are also a lot of properties and businesses around the Port of Reggio with the name Gallo. I think it's one of those Italian names that carried throughout the entire country.
I also remember reading an article awhile back about the most common Italian names in America. Russo and Gallo were right near the top.