His Legend Mode in Dynasty Warriors 4: Xtreme Legends details Xu Zhu's origins before joining Cao Cao. Xu Zhu is a resident of a nameless village who bravely defends it from bandits. When Cao Cao's army starts to pillage them for food, Xu Zhu resists them by defeating the generals and their supply captains. The one leading the troop is Cao Cao's bodyguard, Dian Wei, who at first tries to avoid Xu Zhu's rampage but orders his defeat in his subsequent appearances. On Dian Wei's third defeat, they compliment one another's strength and Dian Wei offers Xu Zhu to return with him to his master. Xu Zhu agrees on the simple conditions that everyone is happy and that he is fed good food.
Dynasty Warriors 5 describes Xu Zhu's previously mentioned recruitment and notes that Cao Cao is impressed with Xu Zhu for matching Dian Wei's might. He participates in Hu Lao Gate with Dian Wei but his friend soon dies to ensure their lord's safety at Wan Castle. To fill in the void that Dian Wei left, Xu Zhu redoubles his efforts to protect his lord at Chang Ban and Tong Gate. While partaking in the defense at Mt. Ding Jun, he spots Zuo Ci spying on them. The elderly one questions Xu Zhu's loyalty for Cao Cao but Xu Zhu is too concerned with his duty to bother with a thoughtful answer. Zuo Ci flees and an ill Cao Cao passes away after the battle. Serving Cao Pi to defeat Wu at He Fei Castle, Xu Zhu notices Zuo Ci's presence a second time. Knowing that Zuo Ci was plotting against his former master, the warrior accuses the elder of causing Cao Cao's death and defeats him. Though Wei ultimately claims victory over both kingdoms, Xu Zhu tires of his life as a general and retires. To honor the deaths of his dear lord and friend, Xu Zhu promises to grow a huge rice field for them.
He shares his Legend Mode in the Xtreme Legends expansion with Cao Cao, Dian Wei and Xiahou Dun. Cao Cao and his closest generals use their collective strengths to save the emperor from Dong Zhuo's army. Xu Zhu and Xiahou Dun takes the western path while Dian Wei and Cao Cao take the east. Caught between two armies, the emperor's carriage is rescued and, after cutting through Lu Bu's upstart, the emperor returns safely and is placed under Cao Cao's protection.
Xu Zhu continues to appear in many of Wei's campaigns in the sequel. He is present during cutscenes related to Guan Du and Chi Bi. He lives to act in the later campaigns and defends Xu Chang during Sima Yi's rebellion. In Special, he appears as Xun Yu's reinforcements during Sun Ce's siege of the aforementioned castle. Sun Ce sends Taishi Ci to deal with him. Cao Cao also orders him to stop Ma Chao's attempt to break the river dam at Tong Gate.
Role in Super Smash Sisters
Xu Zhu is a helping NPC in Super Smash Sisters. He carries his club moves from his Dynasty Warriors day. He cares much of the girls as he does Cao Cao. In a scenario when Wei forces go up against you, he will call the girl who fights Cao Cao a bully.