For Duke, SW, RR, RRRA, WW2GI and Exhumed it is simple: These only need the main.GRP file and in case of RRRA and Exhumed also the movie file. I was mistaken with WW2GI, it includes the CONs in the GRP.
For NAM you need the main .GRP file and GAME.CON, which is not included in the GRP.
For Blood it gets tricky: From the main game folder you need all .ART files, all .GRP files plus surface.dat, tables.dat and voxel.dat and blood.ini. If you want the movies you have to copy them from the CD. gti.smk and logo.smk go into the game directory, everything else into a "movie" subdirectory.
For Duke World Tour leave things alone! It may be large but is also too messy to sort out.
And now for the two nastiest pieces of work: Blood's Cryptic Passage and RR's Route 66.
If you want to keep things organized, zip up the following files and afterward delete them:
Cryptic Passsage:
cpart*.ar_
cryptic.ini
cp*.map
cryptic.smk
cryptic.wav
Route 66:
all CONs ending with *66.con"
end66.anm
turd66.anm
tilesa66.art
tilesb66.art
asyamb.voc
end66.voc
g_bite.voc
g_sit.voc
neon.voc
turd66.voc
route66/*.map