Roger Bloom (Henry Winkler) first appears in "Jack of All Trades" as an FBI Agent whose concern is what he perceives as justice, rather than the law. His actions basically get him cashiered out of the Bureau, so when the team, specifically Colby and Nikki, come knocking again ("Greatest Hits"), he's less than welcoming. This time, however, things go rather better all around, so when the D.B. Cooper heist is revisited ("Old Soldiers"), Colby manages to talk Roger into providing his insight. This time, though, the conflict is on the Eppes' home front, since Alan was ardently anti-deployment in Vietnam, and Roger is a veteran.
Roger develops a particularly close relationship with Colby, and given the nature of Bureau work this may be beneficial to both.