Shanzar has declared himself the Sorcerer Supreme of his dimension the "Strange World". As he destroyed or assimilated everyone in his world, he sought new worlds for conquest and adventure.
To enter Earth-616, (or apparently any other dimension), he required a strong host body. He acquired one when he took over the body of the Hulk which transformed him into the Dark Hulk. Shanzar enters worlds through mystic portals and grabs his prey with large expanding tentacles. He then takes mystic command of this "host" and can safely enter other dimensions. When separated from his host, he appears as a spirit form. Bruce Banner's psyche, along with Dr. Stange and the Sub-Mariner, were able to defeat Shanzar and return him to his dimension.