Fun fact: The Lost Vikings was created by Silicon Synapse. They were later renamed "Blizzard Entertainment" and went on to make Warcraft/Starcraft. The Vikings are now featured in Blizzard's game Heroes of the Storm: http://us.battle.net/heroes/en/heroes/the-lost-vikings/
"The Lost Viking" also appears as a game-in-a-game. It's an arcade console in the bar on the Hyperion. It is a playable 2D scrolling shooter that features a Viking (the SC2 unit) shooting through waves of pattern based enemies.