Bardolph is a member of Falstaff's rowdy posse in Henry IV Part 1, Henry IV Part 2, and Henry V. He's back for some more action in The Merry Wives of Windsor and hasn't changed much. In other words, he's still a thief and a major boozer, which is basically all you need to know about the guy.
The thing about Bardolph is that he's not a very good thief. In fact, he's pretty terrible. The first time we see him, he's accused of picking Slender's pockets (1.1). He denies it, of course, but nobody really believes him. Even Falstaff says Bardolph's "thefts were too open" (1.3.21), which is why Falstaff fires him for always getting caught and making him look bad.
To be fair, Falstaff can't afford to pay him anymore, but that doesn't change the fact that Bardolph stinks at being a criminal. Oh, did we mention how, eventually, in the play Henry V, Bardolph gets sentenced to death (Henry V, 3.6) when he's caught ripping off a French church? Okay. Enough said about Bardolph's rap sheet.
For now, this guy is safe and free to party like Barney Gumble, which is really what he does best. Seriously. Shakespeare's always telling us about how he's famous for his super "red face" (1.1.141), which is a result of all his excessive drinking. After he scores a job as a "tapster" at the Garter Inn (1.3.14), his buddies tell everyone that it's the perfect job for Bardolph. After all, "he was gotten in drink" (1.3.19). Translation: his parents conceived him while they partied like rock stars.
When it comes down to it, Shakespeare doesn't seem all that interested in developing Bardolph's character—he's more the drunk and (sometimes) lovable sidekick than a character in his own right.