I didn't want to lose my subjectivity and my objectivity about my work.

Gallo lived in New York City 1978–2002 and traveled around most of Europe living in Paris and Rome. Music videos
Gallo also appears in the following music videos by other artists: "Grounded" by My Vitriol (2001) "Cosmopolitan Bloodloss" by Glassjaw (2003) "99 Problems" by Jay-Z (2004) and "Bitter" by Lit. He made the short film "If You Feel Froggy Jump" and appeared in a film called "Downtown 81" (1981) with painter Jean Michel Basquiat.

Though he has had minor roles in mainstream films such as Goodfellas Arizona Dream The Funeral and Palookaville he is most associated with independent movies including Buffalo '66 which he wrote directed scored and starred in and The Brown Bunny which he also wrote directed produced starred in and photographed. In spring 2012 Gallo took part in the three month exposition of Whitney Biennial. Gallo is known for his outspoken views and generally sarcastic nature once stating: "I stopped painting in 1990 at the peak of my success just to deny people my beautiful paintings; and I did it out of spite.