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.
Hollywood Holocaust is the first level of L.A. Meltdown in Duke Nukem 3D. Although the player can begin on any episode, this is typically the episode (and level) they begin on.