Neo Dio is an alien.
His name translates into "New God." He has a resemblance to Ikuro Hashizawa
when he transforms into Baoh, and is apparently based on the "Ultimate Life
Forms" of JoJo's Bizarre Adventure
(hence some of his win quotes).
His design was
kinda sketchy/laughable in the World Heroes series, but SNK reinvented him in NeoGeo Battle Coliseum...
making him a lot cooler to say the least. Nobody expected Neo Dio to return to
fighting games, which in itself made his comeback pretty effective. He also lost
the silly pink hair, and obtained a cooler looking moveset. Although... his
"re-design" does resemble Gill
for obvious reasons. :/