Ambrosio appears to have a relative, Dolores Falcon, buried in Sepulcro.
Ambrosio can most often be found in Casa Madrugada, frequently loitering in and around the cantina. He may also sometimes challenge the player to a duel in Escalera or Chuparosa. Ambrosio also works as a stagecoach driver.
Ambrosio can also commonly found in a "Damsel In Distress" in which he is trying to kill a prostitute. The player may interact by killing Ambrosio and saving the woman or he could just watch Ambrosio stabbing the woman to her death.