Rob Anybody is a sort of leader of the Nac Mac Feegle, a faerie race from Terry Pratchett's Discworld novels. They are not the usual glittery happy faeries one thinks of. Instead, the Nac Mac Feegle are swearing, thieving, killing, rude little men with bright red facial hair and a knack for getting in just about anywhere. They're bodies are not actually blue, but are covered in so many tattoos that you can't see their skin. The Nac Mac Feegle seem to speak in a Scottish accent and have similar Scottish rituals and clans.
Probably the strangest thing about the Nac Mac Feegle is their belief that they are dead. They think that they were so good in the last world that this is their heaven, where they can fight and drink and loot all they want.

Read The Wee Free Men, the first book of the Tiffany Aching novels, where the Nac Mac Feegle are introduced for the first time. (Rob Anybody is the one in the center front)