Lee is one of the Rat Bandits that is a part of the "Splinter Group" optional mission. Lee is the first bandit that comes out when you place the pizza on the table, then disappears once his health gets to halfway. Once the other three come out, then he will reappear with the rest, until he is killed. He uses some kind of sword for a weapon, and moves around quite a bit.
Lee is an Easter Egg of Leonard of the Teenage Mutant Ninja Turtles.