Why is Sylvester Stallone thankful for Rocky, more than four decades later? Part of the love, and the allure, rests in the character’s time-tested ability to keep appealing to fans. Most importantly to Stallone, though, is that he believes Rocky Balboa best represents himself, the actor, as a human. Rocky is a personal creation of Stallone’s, so their mission statements remain forever intertwined. It’s not like Sean Connery with James Bond. The 007 agent was a creation of Ian Fleming, and Connery just inherited the role. Stallone made Rocky. Rocky made Stallone. They basically don’t exist without one another, and Stallone recognizes that. It’s a wonderful thing for which to be thankful.