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Surname Szalay (Szalay , Салай , סלאי ) , globally, is a common last name. The family name Szalay is characteristic of Hungary, where it is quite a common surname, Slovakia, and Austria, where it is quite a rare surname. Measured by absolute frequency, it is commonest in Hungary, Slovakia, and the United States. Very seldom, Szalay is the forename as well as the last name.