Heavy and Bomb are creations of Doctor Robotnik who were able to develop their own minds and escape his influence.
No matter how many times Bomb is destroyed he can revive thanks to Heavy. If Heavy is destroyed however he no longer functions.
Robotnik reprogrammed them to blow up the Kingdom of Acorn.
When Eggman mass-produced a Heavy and Bomb army, one of the Bombs nearly killed Mina Mongoose by hiding in her dressing room. It was foiled by Ash Mongoose who nearly died removing it.