When Roy and Leon arrive at the eye lab run by Hannibal Chew, Roy quotes the famous British poet and visionary William Blake—or, actually, he misquotes him: "Fiery the angels fell; deep thunder rolled around their shores; burning with the fires of Orc." (In Blake's actual quote the angels rise from the fires of Orc rather than fall.) By identifying with these fallen angels, Roy says something about himself—he's a rebel. And he's rebelling against the state of things in a fundamental way, challenging the man who created him, Dr. Tyrell, just as some of the angels rebelled against God.
But even though Roy identifies with the fallen angels and kills his own creator, he ends up assuming Christ-like symbolism at the end of the movie. He goes from being a guy who wants to upset the status quo to a guy who accepts his own mortality and suffers for it in a redemptive fashion. He's also angelic in the sense that he has powers and abilities that go beyond the human—Roy's not so much an inhuman robot as he is a superhuman, a person who's passion for life is transcendent.