Me and my friend have been hunting for this little guy forever, I'll duplicate over 40 different Orange Items if someone can help us find him.
http://www.youtube.com/watch?v=BzqRbDo-Rbc Here you go this should be the easiest way to find him. If he dont show up here you just gotta keep going back into this location. Dont forget to thanks!! lol
I spent 8 hours running the course from the above video and never did find Jimmy there. I did find that it was a good place to get some weapons, a few awards, and a lot of xp for my second player. Eventually I just went on with the game missions and the mission heading up to the Bunker is where I found Jimmy. I had just killed the constructor and was just leaving the back of the first facility where the motars first start dropping. I was loading up on ammo and one of the boxes at the back gate there Jimmy jumped out. Scared the crap out of me as I was not expecting that to happen, but I nailed him. All that time farming and I run into him the next mission.
The easiest way to find Jimmy Jenkins is to activate the "Doctor's Orders" mission. That mission will send you to the Wild Life Exploitation and when you reach the holding cells and head over to the room with 4 boxes to find the recorder. The game is scripted to automatically have the small robot enemies pop out and 75% you'll get Jimmy Jenkins. I got him on my second try, do not complete the mission, simply try again until you get him. I got him on a Normal play through with a friend that was going through the missions to get him as well. Hope that helps.