Big Sal is Nero's right hand man and is involved with a variety of sneaky operations with Nero, Clanden, and Troike. He can be found at the Gomorrah casino on the Strip. Most of the time he hangs around in the hallway near the Zoara Club, upstairs from the Brimstone main hall. At night he can be found in his room in the southwest corner of the suites level.
Big Sal will disappear from his office and the casino following a pro-Nero/Legion completion of How Little We Know. The same will happen if you fail the quest by killing Clanden or otherwise causing the Omertas to become hostile to you.
When he is killed, a message pops up to tell you that he has died, much like a companion in Hardcore mode.
"Caesar asked us to provide a distraction on the Strip. So when he gives the word we're going to launch an all out assault on the Strip. First we're going to blow the Embassy, then we're going to use soldiers to kill every last motherfucker on the Strip. Then we'll run this joint. That'll teach Not-At-Home what can go on while he sits in his fucking ivory tower lording down from on high."