It may contain SPOILERS.
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Romeo was Bianchi's ex-boyfriend who died due to food poisoning most likely from Bianchi. Before Bianchi broke up with him, they had a horrible relationship, and every time Bianchi thinks of him, she gets upset and angry.
He looks a lot like Adult Lambo with only a few minor differences such as; having blue eyes whereas Lambo has green eyes. His left eye is often closed, whereas Lambo has his right eye closed, also Adult Lambo has a tattoo beneath his eye which Romeo doesn't. It is because their appearances are so similar that whenever Bianchi sees Adult Lambo, see confuses him with Romeo and always tries to kill him.
During Tsuna's test of courage, his ghost shows up and pretends to be Lambo. He leads Tsuna to a magic gate, after which he reveals his real aim - to take revenge from Bianchi, and hurt everyone that has ever associated with her. When the real Lambo arrives, his reveals his true identity and is later attacked by Lambo, only to become more stronger. He then begins dragging both Tsuna and Adult Lambo into the gate, but was attacked by Bianchi, who defeated him with her Poison Cooking. Believing Romeo to have split himself, Lambo was also attacked.