Through speculation, Massimo is shown to be the 5th ranked assassin of the UAA in the world of No More Heroes 2. Checking the image in the background of the scene where he is named, he has been identified as the one at the top. (The Ranks are named in ascending order, while the images are shown in descending order.) Massimo is shown as a forty-ish man, dressed as a ship's captain, possibly pirate. It appears that Henry (since Travis doesn't actually get to fight any of the three Assassins shown in a fifty second cutscene) fought Bellini in a sort of abandoned building, possibly a warehouse. Speculation shows that since, Bellini bore a striking resemblance to a ship's captain, as before mentioned. It is reasonable to assume that it takes place near the beach. After extensive searching through Santa Destroy in No More Heroes, it has been found that there is a shipyard in the northernmost area of Santa Destroy over the bridges (one a suspension bridge, which the ramp used in one of the side missions and the other opposite Naomi's lab) in the section nearest the beach, on the small island area. Examination of the picture provided by No More Heroes 2 shows that Bellini has overly large hands, leading to speculation to believe that he used large claws as weapons in his ranking fights.
Massimo Bellini's name is similar to that of Massimo Guarini, director of Shadows of the DAMNED.