From The Art and Popular Culture Encyclopedia
Giallo in Italian: approximately JAH-loh) is an Italian 20th century genre of literature and film. It is closely related to the French fantastique genre, crime fiction, horror fiction and eroticism. The term is also used to mean an example of the genre, in which case it can take the Italian plural gialli. The word giallo is Italian for "yellow" and stems from the genre's origin in paperback novels with yellow covers by Mondadori.
This led to the word "giallo" to become, in Italian language, a synonym of the mystery, crime and detective story genre, with a more generic significance than that it has currently in English, especially when it defines the cinema genre (see giallo film).