I've searched for unknown cheats in the registered version of Duke Nukem II a couple of times in the past few years. There's code in it for god mode, warp to a different level, a weapon selection screen and a difficulty selection screen, but I don't think there's a way to execute that code without modifying the executable.
I've managed to alter the executable in a quick and dirty way such that when you press G + O + D you don't get the funny message, but one of these four cheats instead. Although I couldn't get the warp cheat and the difficulty selection cheat working and all but the god cheat mess up the colors in the game.
There's a
Trainer Module for Duke Nukem II v1.0 shareware version that modifies the executable and NUKEM2.CMP and it adds god mode (F10 + G), warp (F10 + W), default/rocket weapon toggle (F10 + O) and rapid fire & jetpack mode while shooting downwards (F10 + R).
Reble, did your god mode cheat work in the shareware version of Duke Nukem II or in the registered version?