Stockholm is a resident and guard of Megaton in Fallout 3. He has a guarding post above the front gate of Megaton where he can see both the inside and outside of the town. He's equipped with a .32 Hunting Rifle and Combat Armor.
There's no easy way of getting towards Stockholm's post, but it can be reached by very carefully climbing a building above Lucas Simms house. Bethesda must have been expecting people to try this because they've given him a line dialogue: "The more time I spend talking to you, the less I spend watching for raiders... How the hell did you get up here anyway?"