Alda, an American of Italian descent, was born Alphonso Giuseppe Giovanni Roberto D'Abruzzo in New York, New York, the son of Frances (née Tumillo) and Antonio D'Abruzzo, a barber born in Sant'Agata de' Goti, Benevento, Campania, Italy. He graduated from Stuyvesant High School in New York in 1930. He began as a singer and Dancer in vaudeville after winning a talent contest, and moved on to burlesque.