Rocky is commonly seen from the Video "Tina Sleeps in Dog Crap," where the mistake is made of either letting him sleep in the bed or not taking him outside before going to sleep. He can be aggresive when playing with Lazy, and a video of them fighting is located on LazyAndRocky channel.
Very few ones, mostly on TheAngryGrandpaShow when Michael films in Angry Grandpa's room. Two notable examples are Sex Walk-in and the aforementioned Tina Sleeps in Dog Crap. It is likely that when Tina and AGP got divorced, she took Rocky with her. He has not appeared in years.