Wild Bob is an American colonel and prisoner along with Billy at the Luxembourg/German border. As he is extremely sick, he imagines that Billy is a member of his own regiment and gives him a very moving speech. Wild Bob tells Billy that, if he's ever in Cody, Wyoming, to "just ask for Wild Bob!" (3.25.5).
The narrator refers several times to this line throughout the novel. Both the narrator and Bernard V. O'Hare have been to Cody, Wyoming, though whether this means Wild Bob was a real man Vonnegut knew, we cannot say.
There is something tragic about the pointlessness of Wild Bob speaking his dying words to a boy who's not even in his regiment. His death corresponds to the novel's general sense that the big issues of World War II—Nazis, anti-Semitism, fascism—have totally passed certain soldiers by. Instead, they are caught up in their own individual fantasies of who they are and what their lives mean, right up until the moment of their death.