Gerald L. K. Smith, born in Pardeeville, 7 mi away, is the closest. Over the border in Otsego, 2 names are on record, led by Sarah Dyer Hobart. The best known of them is Frederick Jackson Turner, with articles in 42 languages. No famous person on record lists Rio as their birthplace yet.
#1 best knownFrederick Jackson TurnerWriting & Arts · 1861–1932+17more
From Wikidata and Wikipedia: people whose birthplace is Rio and whose English Wikipedia article agrees, ranked by how many Wikipedia languages cover each person. Nearby people are those born in a town within 35 miles; distances are town center to town center. People known mainly for crimes, and adult performers, aren’t listed. “The usual town” = everyone born in the towns gathered so far.