Mr. Pinch is the friendly giant ant used as a mount by the Puppet Man.
Mr. Pinch appears only in one strip of the official Fallout 3 One Man, and a Crate of Puppets comic by Penny Arcade.
The only dialogue seen from Mr. Pinch is after the Puppet Man asks him, "I think we're going to be alright out here, don't you Mr. Pinch" after which Pinch replies with "KAKREEEE" more than likely in the affirmative.
There is absolutely no context as to where Mr. Pinch comes from. The only origin that can be deduced is that the Puppet Man found and tamed a Giant ant, more than likely from Shalebridge.