Ambrosio appears to have a relative, Dolores Falcon, buried in Sepulcro.
Events of Red Dead Redemption
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.