Born in Italy, Vollero emigrated with his family to the United States in 1909 and settled in Brooklyn. He soon became involved with the Camorra-aligned street gangs in that area. Vollero eventually bought a coffee shot on Navy Street in Brooklyn, which became the home of the Navy Street Gang. The Neapolitan gangs were the chief rivals to the Morello crime family, a Sicilian Mafia gang from Manhattan that was trying to expand its territory. The Neapolitan gangs eventually united against the Morello family.