Walter is a retired, grumpy old man with arms always crossed in discontent. He has a brash, negative and often sarcastic view on today's world. He is a Vietnam War veteran and a former welder, and "doesn't give a damn" about anyone, especially his own wife and certain audience members. Walter has appeared in all four Comedy Central specials. He's been married for several decades, and when Dunham asks him if he remembers the happiest moment of his life after Walter tells him he has been married for forty-six years, Walter responds, "Forty-seven years ago!" Dunham created the Walter puppet himself, including both the initial sculpture and the silicon mold, though he eventually began using professional effects companies for the latter stages with his subsequent puppets.

One of his biggest jokes is his wife, who he calls in Controlled Chaos as overweight and small. He also seems befuddled and sometimes happy by different cultures. In every special, he wears a different article of clothing. He is also one of the most popular puppets alongside Peanut and Achmed. He apparently has bad gas, which he uses on Achmed. In Spark of Insanity, he was going to run for president.