"Hero" is a NY city area regionalism for submarine sandwich aka the sub, hoagie, grinder, or spuckie.
I suspect, but cannot prove, that it actually comes from the Greek "gyro", which when pronounced as in Greek, has an aspirated "g" and comes out sounding an awful lot like "hyero". A gyro is a long cylindrical sandwich (though, unlike a hero, it is constructed by rolling, not by stuffing a cylindrical length of bread), and large numbers of Greek immigrants to the US started working in (and taking over) Italian sub shops, so it seems likely enough, but the wikipedia article claims the timing doesn't work out.