Roxy is the dog that kept Elaine Benes up all night. In “The Engagement”, Elaine, Newman and Kramer kidnapped Roxy and dropped her off near Monticello. The next day, the three got arrested. At the end of the episode, all three were in the back of a police car.
Kramer was so guilt-ridden after kidnapping Roxy that he had a terrifying nightmare where the dog aggressively licked his face in a park.
In a deleted scene in “The Finale”, she was indirectly mentioned.