Lower, Mark A (1860) Patronymica Britannica: a dictionary of the family names of the United Kingdom. London: J.R. Smith. Public Domain.
We don't have any stats on how common this name is. This is probably because it's very rare in the UK.
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The Albany surname in historical dictionaries
Patronymica Britannica (1860)
ALBANY. Originally the same as Albion — Britain ; but after the Roman invasion the name was restricted to Scotland. Ultimately the appellation was still further limited to the somewhat extensive district of the Highlands, which includes Breadalbaue, Athole, part of Lochaber, xVppin, and Glenorchy. This district has frequently given the title of Duke to a younger son of the king, both before and since the union of the two crowns. As a surname it has been borne by sevei-al respectable families.