Roy is the protagonist of Fire Emblem: The Sword of Seals (Fire Emblem: Fūin no Tsurugi). The Fire Emblem series was initially Japanese only, but after Nintendo included Roy, along with Marth as playable characters in Super Smash Bros. Melee, fan interest was deemed high enough to justify localizing future Fire Emblem games.
Roy has all of the same movements and attacks as Marth, but they have more lag, and more power. Some also have a fire attribute to them. He also has a slower running speed than Marth, in addition to a (generally considered) less effective counter. Roy, while being a character clone of Marth, was able to cause an explosion of flames when his neutral-B move was completely powered up. But this move also caused damage to himself if charged all the way through.
 Inclusion in Melee
Roy's appearance in Melee actually took place prior to his appearance in his own series, largely intended to build up hype for the Japanese release of Fūin no Tsurugi.
 Exclusion from Brawl
Melee was Roy's first appearance in the Smash Bros. series, but also his last. The commonly held reason for his absence is the strong similarity between his moveset and that of Marth, though it bears mentioning that he is relatively unpopular with the English Fire Emblem fanbase. He is one of the "Forbidden Seven." Fans consider Ike to be his spiritual successor.