Talk to Mordecai, in Sanctuary, after having completed the mission "Where Angels Fear to Tread". Roland has been killed by Handsome Jack. Mordecai wants you to be the messenger and deliver the bad news to Roland's friends in Sanctuary, friends who might not have been alive had it not been for Roland's courageous actions.

Your objectives are as follows:
Talk to Scooter
Talk to Marcus
Talk to Moxxi
Talk to Zed

Set the mission as active in your mission log, if it is not set so already. All NPCs should be marked on your map, making it easy to spot. Look for the diamond waypoints.

Tip: It does not matter in what order you talk to the NPCs. You do not have to talk to them in the same order as they appear in the objectives.

Scooter, one of the NPCs you need to tell about Roland's Death

Location of Scooter
Scooter is in his Mechanic's shop

Location of Marcus
Marcus is located behind the cage in his Guns and Ammo shop

Location of Moxxi
Moxxi is located in the Moxxxis club behind the bar.

Location of Dr. Zed
Dr. Zed is in the Dr. Zed's Meds building

All the NPCs you talk to are very sad to hear about what happened. Next, you need to talk to Tannis and Brick.

Location of Tannis
Tannis is in Crimson Raiders HQ

Location of Brick
Brick is in Crimson Raiders HQ

After you have told everybody, Mordecai sends you the code to Roland's armory and the Armory Chest. Your objectives now is to open Roland's Armory and Roland's Chest. These are in the Crimson Raider HQ. Then, turn the quest in to Mordecai for your reward.

This completes the mission, Bearer of Bad News.