He is a being who has a long-standing conflict with Yuga the Destroyer, who wreaks havoc in order to bring about "the unification of this world and the Netherworld". Yuga imprisoned Asura in the Netherworld and he subsequently escapes when it is defeated during the events of Samurai Shodown 64. When he confronts Yuga, his clone, Shadow Asura, assists him in slaying the fiend. They fuse themselves together so that his clone could survive.

From Warriors Rage
Later, in Samurai Shodown: Warriors Rage, Asura is revealed to be a shade of the real Asura. His clone was the one who retained the original's memories; this Asura only kept the original's abilities and his animosity for Yuga.
Asura feels nothing but hate for Yuga and wants nothing but the destruction of his nemesis.

(Source: Kyosei, SNK Wikia)

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