From "The Sopranos: Stage 5 (#6.14)" (2007)
Phil Leotardo: Leonardo was a great Italian and that was our name originally, Leonardo. But many years ago, when my grandpa came over from Sicily, they changed it at Ellis Island from Leonardo to Leotardo.
Boy #3: Why'd they do that for?
Phil Leotardo: Because they're stupid, that's why. And jealous. They disrespected a proud Italian heritage, and named us after a ballet costume.
girl raises her hand
Phil Leotardo: Marissa.
Girl #2: That's for modern. In ballet, you wear tutus.
Boy #2: It doesn't make a difference.
Phil Leotardo: That's right, it doesn't.
See, everyone has always been jealous of Italians with their Italian heritage which is further proof that Salerno is the best last name in history in addition to being the name of an Italian city.