In the original game for MS-DOS, he fought the super genius Dr. Proton who plotted to take over the world. Future games would have him deal with aliens and even zombies. Duke Nukem shows an amazing skill with firearms and has a very powerful kick that sends aliens flying.
He is completely irresistible to women and frequently engages in sex, even helping repopulating the entire word in Duke Nukem: Land of the Babes. Though he's never had a true love interest, he keeps mentioning a girl named Lani, though she never had an appearance and may have been a reference to Lani Minella, who did voice work for the games for a joke.
Because of his skills and the fact he kept saving the world, he has a massive ego which even acted as his shield against physical damage in Duke Nukem Forever.