The Martian "climate" is not in OpenTTD, as it was curiously omitted from Transport Tycoon Deluxe. It appears only in "Transport Tycoon & World Editor", as the "alternate" graphics set. While the graphics, including the UI, are radically different, the vehicles and industries are identical to the temperate climate, down to the names.
However it is possible to get a GFX file that replaces Toyland with Mars. This GRF can be downloaded from the in-game content downloader. It's mainly a graphics change but also has unique trains ships and possibly road vehicles. It does not change industry cargo or house names, nor sounds; all these are retained from Toyland. One of the most respectable-looking houses is called "Teapot-House", one of the grandest, "Piggy-Bank". An industry which looks like it produces wooden logs is called a bubble generator and produces bubbles. Besides this, it has some minor issues. In the NewGRF settings window, it complains, "You must deactivate default canals graphics". This seems to be neither possible nor needed, all the waterway graphics are adapted for Mars except for rivers. When creating a new game, select "Rivers: None" to avoid some graphical ugliness. It's not possible to transport cola by road as the trucks carry passengers instead.
- Toyland to Mars Conversion on GRFCrawler -- points to a page which no longer has the Toyland to Mars GRF. (It can be downloaded from the in-game content downloader.)
- http://george.zernebok.net/newgrf/t2m/newtoyland.html shows much of the graphics, but its download link points to the same page as the GRFCrawler link above.