Stockholm

Stockholm is the sentry guard of Megaton, born in 2252. He is watching the surrounding area for enemies from a catwalk around the Megaton gates. Should you be attacked by a creature, if it's in range, Stockholm will take it out with his trusty Hunting Rifle. After a successful hack attempt of Colin Moriarty's computer, it is revealed he holds a tab at Moriarty's Saloon of 8 caps.

If you manage to speak with Stockholm (which can only be done using console commands or jumping from the roof of Lucas Simms' house), his only dialogue is:" The more time I spend talking to you, the less I spend watching for raiders. How the hell did you get up here anyway?" However, he can occasionally be found wandering through the town itself (confirmed on the Xbox 360 version). If spoken to while on the ground, Stockholm still questions "how the hell" you reached him.

Glitches

 * It is possible for Stockholm to be killed (possibly fell or killed). Lucas Simms takes his spot on the catwalk, and even after resurrecting Stockholm, Lucas Simms does not return from the catwalk.
 * If the player wishes to acquire Stockholm's Headwrap and/or Combat Armor, He or She can use a weapon with moderate zoom, such as the Hunting Rifle, to shoot Him. If done correctly, Stockholm might fall off of the platform and die without any loss of Karma for the player.
 * It is possible to equip Stockholm with a different weapon through a rather lengthy process. Due to the fact that the game loads two separate Stockholm characters (one inside the gates and one outside), both of them must be given the same weapon through reverse pickpocketing, otherwise glitches may arise (the amount of ammunition given to either one can vary, but both must have some in order to equip the weapon in the first place).  First, climb up the front wall to reach the Stockholm stationed outside the gates (this is possible using only one stacked barrel and jumping repeatedly up the right side of the jet engine).  Next reverse pickpocket him, giving him a weapon and ammo of your choice, making sure that you take his .32 Caliber Ammo for his Hunting Rifle (only attempted with a Sniper Rifle, though I'm assuming that it would work with any weapon and even armor).  Next, go into Megaton, and, using the roof of Lucas Simm's House, jump to the Stockholm stationed inside the gates (videos of how to do this can be found on YouTube).  Reverse pickpocket the second Stockholm in the same manner, removing his .32 Caliber Ammo and replacing it with the weapon and ammo of your choosing.  After that, exiting Megaton should be enough to force both Stockholm characters to equip the weapon you've given them permanently (NOTE:  I have seen him switch back to his Hunting Rifle once before, just after I had waited for three straight days in Megaton.  To prevent this, repeat the pickpocketing process on both Stockholms after he has the new weapon equipped--removing his Hunting Rifle from his inventory (both inventories) should permanently set him to use any other weapon in his inventory).  NOTE: Do not give Stockholm a reason to attack until you have given both characters the weapon and ammo.  If you force one of the Stockholm characters to actually equip the weapon you've given him (by turning hostile) before switching the inventory of his counterpart, the other Stockholm will likely disappear, to be replaced by Lucas Simms as if he had died.
 * Stockholm can be reached without the use of console commands (making it possible on Xbox 360 and PS3), via an invisible "rail" that runs atop the Megaton perimeter wall behind the plane on top of Lucas Simms' house. If the furthest extent of the tail edge of the plane can be reached (a small wedge-shaped portion), the player can jump to the top of the outer wall, carefully walk along this edge across the inward-curved, wider portion of the wall (resembling some sort of shade or blast shield) and drop themselves through a non-physical portion of the structure onto Stockholm's catwalk. This seems to work more effectively when using a female player character, as male characters tend to slide off either side of the invisible edge.

Appearances
Stockholm appears only in Fallout 3