OpenTTD is a clone of the Microprose game "Transport Tycoon Deluxe," 
a popular game originally written by Chris Sawyer.  Significant 
enhancements from the original game include bigger maps, new AI, 
stable multiplayer mode, dedicated server mode, and many in-game updates.

Several original Windows data files must be copied into the 
/usr/share/games/openttd/data directory before the game can be played.

List of the required files:
sample.cat trg1r.grf trgcr.grf trghr.grf trgir.grf trgtr.grf
     
Again, several original files must be copied from the game cd or equivalent.
See the readme.txt or http://wiki.openttd.org for more information.
