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 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 reverse pickpocketed the same weapon in order to avoid glitches.  First, climb up the front wall to reach Stockholm outside the gates (this is possible using only one stacked barrel and jumping repeatedly up the right side of 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 to Stockholm 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: 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.

Appearances
Stockholm appears only in Fallout 3