John Palumbo, Actor: Mercy. John Palumbo was born and raised in the Lower Eastside of Manhattan, NYC. He was the New York Knicks ball boy in the 1980's Attended Lee Strasberg in NYC in the mid 1990's. Had a recurring role on HBO's prison drama OZ playing the role of Don Zanghi. His father was the President of Off Track Betting (OTB) in the 1990's.