Has many crude/colloquial uses but
literally means "This Dick".
fr Italian/Neapolitan Stu Cazzo
Stu is the way Questo (The Italian word for 'this') is pronounced in the Neapolitan dialect.
Cazzo means dick/prick ( lit. penis)
btw - It does not mean 'balls' as is frequently suggested.
You often hear the phrase in the movies "don't
break my balls"
....which is a direct
translation of the Italian:
"Non rompermi i coglioni" - (coglioni meaning balls/testicles)