Appears in Episode 4 - Gene Machine, third planet: Jungrock
On planet Deserto, there's a secret level where Jazz transforms into one of the lizards.
On the industrial planet Industrius there's a lot of stealth advertising going on. Buy One Must Fall, it's a great game!
Based on Duke's reputation, one had to know he'd make his way to the Red Light District. The level begins with Duke riding the elevator he blew up at the end of level 1 down to the bottom of the shaft.