Felicity is a wolf that Roger attempts to make into a pet in "Finances With Wolves". Attracted by Francine's muffins, it is distracted from mauling Steve and allows Roger to catch Felicity and take it home. It escapes briefly and mauls a neighborhood dog, convincing Steve he has become a werewolf. It escapes again later but manages to convince Steve's friends they have cured him of being a werewolf.
Roger mistakes another wolf for Felicity in "There Will Be Bad Blood" with a different backstory.