Commander Keen episodes 1-6 all run perfectly in dosbox (sourceforge), as near as I can tell. Even Sound Blaster-style sounds! Rocking!
But I made this webpage to tell you to edit ~/.dosbox/dosbox-0.74.conf. Change the line umb=true to umb=false. This fixes the problem where Commander Keen 4 et al crash on start up. This advice seems to be valid for versions 0.65-0.74, at least.