Stede48af: I want to delete some of my saved games but I'm having problems getting to the saved files.
This cannot be done in-game, however saves may be found and deleted by navigating to the location on your hard drive.
The saved files are the .GM2 files in the "games" folder of your game's installation folder. For example, if you installed using the Galaxy Client and accepted the default folder, then you need to be looking in:
[part that changes depending on what operating system is on your computer]...GalaxyClient\Games\Railroad Tycoon II\games .
Since you say you don't have Galaxy, then it should be in whichever folder you chose to install Railroad Tycoon II to on your disk. If you don't recall where that is, try searching for RT2_PLAT (which will take you to the main folder of your game's installation), or try looking for the Railroad Tycoon 2 folder in the same places where your other GOG games are.
Hope this helps, and happy Easter!
PS: edited for improved readability, and to take into account non-use of Galaxy.