Railroad Tycoon II: Gold Edition

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The Gold Edition includes the original release as well as the Second Century expansion and 12 new scenarios. All told, the game covers the first trains through the modern age. The scenarios range from simple to the complex; you may be the only company and simply have to connect a few cities, or you may have to fight it out with multiple computer opponents. The game includes a simplified financial model; you earn a salary and dividends, and can also play the stock market (albeit only with your and your rivals companies' stocks). There is also a simple economic system in place; it cycles between good and bad times, and effects your business. There are a wide variety trains, terrain, and locals. All in all, it is a rather deep game.