Games I have include Doom, Doom 2, Quake, Quake 2, Quake 3, Quake 4, Duke Nukem 3d, Duke Nukem Manhattan Project, Need For Speed High Stakes, Age of Empires +ROR, Age of Empires 2 +AOC, and quite a number of others.
Specifically, Doom, Doom 2, Quake, Quake 2, Quake 3, and Duke 3d don't always work with their "original" game file; for example, because Doom, Doom2, Quake, and Duke3d are DOS programsm they have a number of issues with windows NT based systems.
However, these programs have also had their source code released, and it was gobbled up by enthusiasts, who quickly made "ports" that ran on windows systems, Linux systems, mac systems, etc, natively; they also include features like the use of OpenGL or high-resolution textures.
It's quite easy to find a port, if they exist, for your game; Just search for Game +windows ports, and you should get several hits. for Duke3d, I recommend eduke32 by Terminix; for Doom, I recommend gzdoom, (a variant, gzscoredoom, is really fun too) for quake, there are a lot to choose from; I use qrack and joequake, and fitzquake. Quake 2 is pretty much a choice between quake 2 evolved and Quake2XP, both of which add amazing effects like water reflections and use of shaders.
