If the character is - tacitly or otherwise - allowed to do this sort of thing (as opposed to being constantly at risk of some kind of punishment for it) then he's starting to look like part of a secret police force. Or just normal for a lot of pre- and early modern police forces1.
Game and Story Use
- Almost by definition, the Cowboy Cop doesn't play well with others. That makes him hard to use as a Player Character, except in a Solo Campaign, or maybe a game with just two players - the Cowboy Cop and his more level-headed partner.
- Makes a great Nemesis. Especially if the PCs did something that convinced him they are the bad guys. He'll come at them with everything at his disposal, even risking his job to bring them down. They might never be able to convince him of their innocence. But he's a cop, so you can't just "disappear him". The Uniform Is It's Own Protection, after all, and Cop Killers may be opening a can of very vengeful worms.
Building This Character
- Being such an independent character, you need to be at least mid-level. At low-levels you're not confident or skilled enough to pull this nonsense.
- Low level characters generally have to serve an apprenticeship to a more senior cowboy first, building up the skills, reputation, confidence and contacts to be able to pull off the same tricks.
- As per Police Officer or Police Detective, though perhaps with a little more emphasis on Physical Traits because you're macho and going to be operating without a safety net. If you need to shift points there from somewhere else, I recommend downgrading Social Attributes to do it.
- Again, per what type of Law Enforcement Officer you are, but with a little more emphasis on Athletics and Brawling for all those fight scenes.
- If that job would give you Interview or Streetwise, you might consider "upgrading" it to Intimidation to better reflect your gung-ho attitude and disdain for regulations.
- Make sure that you're a little lacking in areas like Bureaucracy, Persuasion, and Social Skills. If you're too good at any of those, you may actually convince your boss that you're on to something. Ideally, Da Chief should think you're completely wrong until the big climactic scene where you catch the real perp red-handed.
- Particularly dark Antihero types may have Torture instead of Intimidation. This sort ends up in Vigilante territory pretty quickly.
- Some Cowboy Cops actually have better Investigation Skills than the rest of the Police Force, which is what lead them to the current suspect anyway. You can be The Smart Guy and a Cowboy at the same time, as long as you've got an Ego.