In Season 1, episode "The Alliance" Roy does yell at Jim for being all over Pam while Jim tell her about the "Alliance" between him and Dwight. In "The Negotiation", Roy attempts to come after Jim in the office, where then Dwight grabs his concealed pepper spray and "Discharged it at a distance of a little over a meter, into the perpetrator's eyes, nose and face area, rendering him utterly and completely disabled."