In the 19th century , after the construction of SÃ # o Paulo 's Law School , SÃ # o Paulo became the capital of the province , politicians and philosophers went there , and the first newspapers and books were printed . At this time , many European immigrants , especially Italians , moved to SÃ # o Paulo to work at the big coffee plantations . At that time , the Governor of SÃ # o Paulo said that `` if the owner of each house in SÃ # o Paulo display the flag of the country of origin on the roof , from above SÃ # o Paulo would look like an Italian city '' .