Roy is a rhinoceros. In Misfortune Cookie, King Julien ordered him to trample Rico 1000 times in order to get rid of a curse (you can only see his feet). His first full appearance is in the episode Skorca!.
He first played a major role in April Fools, when King Julien drew on his behind with a permanent maker as a April's fool prank in August, he went berserk and tried to kill Julien, but later it was revealed that Roy was just helping the penguins teach Julien to stop pranking the zoo animals.
He later becomes a character on The Lunacorns after the events of Antics on Ice