It was originally the arcade sequel to Donkey but it's also appeared on the NES and other Nintendo consoles. I always liked DK Jr. as a kid because of the way DK would kick Mario off screen after being rescued by Junior.
Man, I feel old. I remember once reading a letter to Nintendo Power by some kid who had played SSB Melee and asked about it mentioning Mario being a villain along his other many roles in the game, and they explained in Donkey Kong Junior Mario had locked up DK in a cage and his son Junior had to rescue him, making Mario the villain of that game, and both characters have reformed since then. But that was before the Mario Vs. Donkey Kong games.