This page outlines the steps needed to figure out if your GRF files are missing with UNIX/Linux. This will NOT work with Windows.

Bash Instructions

Firstly open up a BASH shell. Go to your system menu (Ubuntu users, top of screen, Kubuntu users, KDE menu - Bottom left) and look for 'Terminal' or 'Konsole'. Once open, type

openttd

If a message about 'PATH' appears, type

/usr/share/games/openttd

instead. Then look for any messages concerning GRF files. If it complains about missing GRF files, (like the example below) then please see Copying GRF to data folder.

eoin@MikeCatt:~$ openttd
Your 'TRG1R.GRF' file is corrupted or missing! You can find 'TRG1R.GRF' on your Transport Tycoon Deluxe CD-ROM.
Your 'TRGIR.GRF' file is corrupted or missing! You can find 'TRGIR.GRF' on your Transport Tycoon Deluxe CD-ROM.
Your 'TRGCR.GRF' file is corrupted or missing! You can find 'TRGCR.GRF' on your Transport Tycoon Deluxe CD-ROM.
Your 'TRGHR.GRF' file is corrupted or missing! You can find 'TRGHR.GRF' on your Transport Tycoon Deluxe CD-ROM.
Your 'TRGTR.GRF' file is corrupted or missing! You can find 'TRGTR.GRF' on your Transport Tycoon Deluxe CD-ROM.
Your 'sample.cat' file is corrupted or missing! You can find 'sample.cat' on your Transport Tycoon Deluxe CD-ROM.
Your 'OPENTTDW.GRF' file is corrupted or missing! The file was part of your installation.

Error: Cannot open file 'sample.cat'
eoin@MikeCatt:~$

If this is not what you saw, then please ask at the forums for further help.