All Amazons Want Hercules: Her main goal is to find a suitably strong man to marry. She seems to quite... admire J. Carn if his ending is to be believed, and is annoyed to find Ryoko fawning over Hanzou in Perfect. However, she flatly (and violently) turns Fuuma down when he hits on her.
Boobsof Steel: Has an hourglass figure and effortlessly handles a huge broadsword.
Lightning Bruiser: He's a pro-wrestler, sure. But he has a great mobility due to his lariat and drop kick, and god help you if he ever lands a grab on you. His only problem? No workarounds on projectiles.
No Celebrities Were Harmed: He is Hulk Hogan, complete with Axe Bomber lariat, Leg Drop, big boot kick, "listen-for-applause" taunt and shirt-tearing/arm-flexing intro poses. This is probably the real reason his moustache was nixed after the first game.
Butt Monkey: His family treats him like a nuisance, and several characters' Perfect win quotes (including his own mirror match quote!) touch on his perceived status as dull and unpopular.
Dangerous Forbidden Technique: Deeming his Kuuchuu Nidan Mawashi Geri (Twirl Kick) from WH 2 too lethal to use, he sealed it away for Jet. It made its return as the finisher of his MAX Crazy Death Blow in Perfect. The joke here is that it was neither particularly effective nor very spectacular.
Hero-Worshipper: To his older brother, as well as Dragon (who reminds him of the former).
I Will Find You: His older brother disappeared and may have been killed, so he sets out to find him. Subverted: said brother was looking for him instead and dragged Shura back home while scolding him for going off and worrying their family.
Horny Vikings: Silly as they may look, those horns are used to good effect in his Long Horn tackle and Hurricane Drop command throw. How would you like 400 pounds of Viking landing horns-first on your belly?
Blood Knight: In quite a literal sense: he desires to drink the blood of the world's strongest, and often refers to this in his quotes. His idle animation in Perfect even has him spraying excess blood from his mouth!