Does bruenor ever show up in the any
of the games?

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He shows up in BG2 with cattie brie, wulfgar, regis, and drizzt!! its pretty cool.

Really when do they show up and what do they do?

They show up fairly late in the game (sorry but don't remember the exact chapter number - but I think it occurs AFTER you have exited from the drow city). I believe their reactions depend on how YOU behave and IF you have killed Drizzt in BG1, but since I never killed Drizzt and was playing a LG lead character I can't say for sure.

Major BG2 Spoiler
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You'll meet them when you return from the underdark. You have to kill Bodhi, and you can recruit help to do so. While you are travelling the surface world, Drizzt, Bruenor and all the others will 'waylay' you, that is, they interrupt your journey. You can have a little chitchat then, and if you claim you've killed Drizzt in BG1 they can get hostile and attack. Or, you can depart in a friendly manner.
Then you can ask for their help and will fight alongside you for a short while, though Drizzt stays a little longer.

Wish you hadn't read this? It DID say major spoiler...

Very funny Legolas, yes, its true. You meet up with (SPOILER, BEWARE) his adventuring party, though I wish you could see Montlio, the person who personally trained Drizzt. That'd be cool. If you killed him, he'll remember you and tells you what he did after you "Killed" him. If not, you meet up with him, and he asks if you saw a sword to his halfling friend. You can remind him of you helping him, and he'll say yes he remembers. ANyway, you can recruit him.