Colby is a guy that Jeff makes friends with in "A Little Mystery".
When Hayley is determined to have Jeff do something without her, she drops him off at The Y for an adult dodgeball league. There, he runs into Colby, another unwilling participant and ends up in a friendship. After spending the day together, it's revealed that Hayley paid Colby to hang out with him, but has to bribe him when he gets 'psycho killer' vibes from Jeff. When he blows off Jeff again, Hayley calls up angrily, only to find out that he's been murdered.