In the comics:
The Skull Cowboy, along with The Crow, watched over Eric, helping him understand what he had become and what he needed to do, The Skull Cowboy communicated with Eric through visions.
In the movie:
The Skull Cowboy was supposed to appear in the first The Crow movie, but was cut from it. In one of the cut scenes The Skull Cowboy confronts Eric, saying that his business is done and he needs to move on, but Eric ignores him and chooses to rescue Sarah, even if damnation is a possibility. This version of the Skull Cowboy suggested to Eric that he himself was once an Avatar of The Crow who made the mistake of staying too long.
In the TV series:
The Skull Cowboy made several appearances in the TV series The Crow Stairway to Heaven. In the TV series he looked human, rather then the skull faced appearance he had in the comics or would have had in the movie. His role in the series was to try to help Eric move on to the land of the dead.