Chris first showed up in Penny and the Silver Key Part 1, but his presence had already been felt in Geek Addiction when Penny notices 'Beware of Bob' written on a board and her roommate, Anne, explains it was the work of a former patient who had been transferred to a psychiatric hospital. In the beginning of Penny and the Silver Key Part 1, she once more sees the warning written on a wall. It's only at her group therapy session that she learns that Chris was the one responsible.
According to him, he arrived from an alternate timeline thanks to the Silver Key. He was a struggling actor and when Bob made his offer, he wanted to go to a world in which he was a movie star. Instead, he ended up in a place where no one recognized him, not even his parents, was declared mad, and is now trying to rebuild his life.