Alright, the first five ewoks made by Kenner were pretty much no-brainers as to where they appeared in the film:

Chief Chirpa: the surprisingly easily frightened Chief of the tribe
Logray: the medicine man
Teebo: the second ewok we see and the creepiest (I'll always remember the reaction of "eewwwww" from the audience the first time I saw ROTJ in the theatre and Teebo emerged from the bushes)
Wicket: .....um, if you don't recognize him then I seriously doubt you've seen the movie.
Paploo: the bike thief/hoodlum/Kenny Baker's alter ego

What about Lumat, Warok and Romba? Where do they specifically appear in the film? My theories:

Lumat: Kenner wanted to make an ewok archer figure and Lumat was the best reference photo they could find.
Warok: his coin suggests that he is a glider pilot, but he can also double as a second archer. The only ewok glider I remember seeing had a very different looking ewok as a pilot.
Romba: I used to think he was the ewok who nabbed the stormtrooper rifle (the smart one) but now I think he was one of the ewoks who helped Chewie steal an AT-ST (which could also be said of Warok too)

Feel free to prove me wrong.