Short Round, first seen rescuing Indiana Jones from gangsters in the opening of Indiana Jones and the Temple of Doom - the New York Giants hat is a dead giveaway. It only makes sense, after all, that even if he ended up spending some time acting as Indy's sidekick elsewhere in the world (he does pop up in this capacity from time to time in the Indiana Jones Expanded Universe, most notably in the sadly non-canonical Into the Great Unknown), he would return to his native Shanghai to help repel the invading Japanese. This would also explain what Short Round was doing while Indy was hunting for the Holy Grail in Indiana Jones and the Last Crusade, which also takes place in 1938.
And lest the reader think that the hat is a coincidence - it's not impossible that two such hats were floating around in Shanghai even in the 1930s - there's the little matter of the place Robo gets sent for the next meeting:
|No, Robo, there is not.|