Rio (also spelled Leo) is a young Ishvalan exclusive to the 2003 anime who lives with his grandfather in a refugee camp in Amestris. He and his brother Rick get in a lot of trouble alone and with Edward.
As a side point, there is a young Ishvalan who is the companion of Madam Shan that bears a resemblance to Rio, although he has a wounded right arm. Like Rio, he expresses an instinctive dislike of Edward due to Edward's appearance, but explains that he knows not all Amestrians are evil because of the Rockbells and their work in the war-time clinic. In the 2003 anime, Rio and Rick are the ones who inform Winry that her parents were murdered, so also have a connection to the Rockbells (whereas Rick in the manga and Brotherhood has no tie to the Rockbells or their clinic). And, also, if the companion of Madam Shan is Rio, he is not necessarily related to Rick, other than their shared race.