DONKEY KONG

Mario Games he's been in:
Poor ol' DK hasn't been in too many MARIO games. OK, OK, only 2 really
Mario Games he's had a major role in the story:
DK has caused MARIO so much trouble, hehehe.
Non-Mario Games he's been in:
Because DK was such a popular character, Nintendo gave him his own game. and another. and another. (grumble, I STILL don't see Luigi's own game. @#*$&^*@!#)
Mario Games he HASN'T BEEN IN:
I won't go through all of them, since Kongs aren't really part of the regular Mario cast. But anyway, he wasn't in any of the primary Mario games.

Forgotten Heroism:
Why People Like Donkey Kong: