Roshambo was a Brotherhood of Steel paladin who traveled east in one of the airships that pursued the super mutant army, in the same airship as paladin Latham in fact. He told the Brotherhood Elders that storms would be the end of the air convoy, but they didn't listen to him. The airship crashed near the place known as Osceolla.
In 2197, Roshambo is a crazy old man who hides and does funny things with his fingers (presumably playing Rock-Paper-Scissors) and urinates in other people's Nuka Cola. He is the sort of man mothers warn their children about.
Roshambo was named after an ex-administrator of No Mutants Allowed, also known as The Roshambo Warrior and Rosh, who was vocal in his criticism about Fallout Tactics during the game's production.
"Roshambo" is also another name for the popular game rock-paper-scissors. This is referenced in his description in which he is described doing 'odd things with his hands'. It is also used in street terms to describe another game in which people kick each other in the groin, and the last man standing wins.