Known now only as Knight of the Undead Asylum, he appears there and rescues the Chosen Undead from imprisonment by dropping a corpse with the Dungeon Cell Key into the cell. He is later found dying, where he imparts to the Chosen Undead the Estus Flask and the Undead Asylum East Key. In the room he is found in, there is a hole in the ceiling, with no other way in or out of the room, which leads to the conclusion that he was likely fighting the Asylum Demon on the roof and was defeated.
Oscar wears the Elite Knight set, which is later found discarded in Darkroot Garden. It implies that the wearer might be from Astora and that "although he was loath to give up on his Undead mission, he perished at the Undead Asylum, and went hollow".
Exactly how Oscar ended up in the Undead Asylum and why he helps the Chosen Undead is unknown. No other characters make mention of him.