Captain Vor is the first enemy the Tenno encounters. In Vor's Prize, he awakens the Tenno from cryosleep and attempts to capture them as a trophy. After the Tenno defeat him, he can still be found at Tolstoj on Mercury.
(on mission start) Lotus: "Captain Vor has lived under suspicion of possessing Orokin technology that grants him powerful abilities. We cannot allow this. Get to his location and eliminate him."
Lotus: "This ship is crawling with grunts. Getting to Vor will prove difficult."
Lotus: "Vor is feared across the System. Do not underestimate him."
Lotus: "Vor's reputation precedes him. Taking him down will be a favour to the entire System."
Lotus: "Vor has a tendency to play with his prey. Do not let yourself become distracted by this tactic."
Lotus: "We believe Vor has the ability to teleport. You will need to watch your back."
"I see you!"
"You're making this too easy!"
"Another dead Tenno!"
"For my Queens!"
"Haha! Strength to the Grineer!"
"Your corpse will serve us well!"
"You will join us, one way or another."
(during intro cutscene) "Foolish Tenno, do you realise your Lotus has sent you to die?"
(when his shields are depleted) "Shields down… distract them!"
(when his shields are depleted) "Grineer, attack!"
(when his shields are depleted) "Cover me!"
(when using Nervos mines or the Janus key) "Play with this!"
(when using Nervos mines or the Janus key) "This will hurt!"
(when using Nervos mines or the Janus key) "This one has your name on it!"
(upon defeat) "Urgh… This is not over…."
At the end of DevStream 32, a short video was shown of Vor (then Admiral) reporting to the Twin Queens over radio transmitter.
[Vor stands in the bridge or communications room of a Galleon. Many consoles and screens are arrayed along a window looking out over an asteroid belt. Vor kneels on one knee before one of the consoles, which transmits two female voices speaking in unison.]
[Twin Queens]: "We tire of failure. Who put their faith in you, Admiral?"
Vor: "You did. I have a life debt—"
[Twin Queens]: "To be paid in Tenno blood!"
Vor: "I understand."
[Twin Queens]: "Do not awaken the vipers! Do not study them! Crush these eggs before they hatch! This, we command!"
Vor: "My Queens… klos aki [this time]—"
[Twin Queens]: "Take the Rail to Pluto! Boril is in command now, Captain Vor."
[Vor angrily scowls at the console but says nothing more.]
Besides his extensive involvement in Vor's Prize, he was also involved in the Grineer Settlements during Operation: Arid Fear, as evidenced by the intercepted communication from him at the end of that event. As per the message, Captain Vor can also be found at Exta on Ceres as part of a dual boss fight with Lieutenant Lech Kril, although there is no unique dialogue associated with that mission. (Before the Spectres of the Rail update, both the Grineer Settlements and the Vor/Lech Kril Assassination were located on Phobos.)
Vor also features prominently in the Warframe: Ghouls comic series, and is mentioned briefly in the Codex entry of Executioner Nok.
After his death at the hands of the Tenno (presumably on Mercury), Vor was revived by his Orokin key, and now dwells in the Void as Corrupted Vor, ambushing Tenno who trespass in that domain. In this form, he is effectively immortal, resurrected continually by the arcane forces of the Void.