There are some surgical oncology fellowships out there that are not in the SSO match. However, since they aren't, they can be tough to find. They are also somewhat a question as to whether they are worth doing since without the SSO stamp of approval, you don't get automatic candidacy for the SSO. This might not be a problem if you don't want to be an academic, but if you do (which the majority of those doing the fellowship at least start out with that intention) it might pose a problem.
Surg. onc has gotten steadily more competitive year over year. I am aware of at least one person who didn't get a spot in the SSO match last year (they ended up taking a spot in the NIH), and just by the numbers, there are many others, since one of my friends in the match last year guessed that there were probably >80 people total on the interview circuit all told (although some of these applicants weren't very competitive in their opinion) and in total there are about 40 spots spread out over the 15 programs. That isn't an official count. No idea how to get an official count, merely one person's guesstimate.