When first seen, Saul claimed to be a businessman working for a hospital equipment manufacturing company. Subsequent events have lead to the discovery that he actually was a government agent. Which agency he works for seems to be the big question. He has, at different times, shown I.D. papers and/or badges claiming to be - in addition to the aforementioned businessman - a Murfreesboro police officer, a Metro Nashville police detective, an FBI agent, and a member of Homeland Security. Which, if any, is his actual governing body hasn't been made clear.
Shortly after arriving in Murfressboro - on a mission to obtain a cybernetic body suit from it's creator, Dr. Nathan Wingate, Saul's senior partner, Agent Cobb, attempted to steal the suit. When Cobb shot a college student, Saul was forced to shoot Cobb. During the ensuing commotion, Saul, Agent Cobb, and the Professor all escaped.
Showing a strong knowledge of the Supernatural, Saul was useful to the town and group when they found themselves fighting a giant insect.
Shortly after the bug situation, Saul was captured by his organization. It turns out that Saul is a member of The Initiative - an above top-secret organization dedicated to the capture, control, and/or destruction of Hostile Sub-Terrestrials (HST's) - meaning any non-human intelligences. Questioned by his commanding officer, Saul was able to discern that Cobb hasn't been seen and both agents were believed to have gone rogue. The Colonel, after being satisfied with Sauls version of events, simply took his badge and gun and left Saul tied up in a warehouse in the outskirts of Murfreesboro.
Not sure at the time of his exact status with The Initiative, Saul, after getting untied, went into hiding.
Soon after, Agent Cobb made another appearance - or didn't as the case was. It turns out that Cobb was a "super" agent. Able to become invisible at will. He had also lain low, waiting to make his move. He then kidnapped Breanna Carwell in order to force her father - a surgeon - to operate. Cobb wanted Prof. Wingate's robotic legs attached to himself to grant himself more superhuman abilities.
Teaming up with the local heroes, Saul was instrumental in stopping Cobb. Right at the last, agents from The Initiative arrived and took the battered Cobb away. Agent Finn took Saul aside and gave him the choice of staying on active duty or taking an honorable discharge and becoming a free agent. Saul had decided to take some time off before making the decision.
He has been seen from time to time around Murfreesboro. Helping the group out on occasion. Recently he saved Astrid and Josh from a werewolf, but he hasn't explained how he new to be armed with silver bullets at the right place and right time.