Attached are colour palettes recognized by OpenTTD for various graphics programmes.
For Photoshop and Gimp there are a TTD Windows Palette, a palette without special colours as well as a safe palette with company colours.
Prodedure for conversion to a palette:
RGB -> TTDWinSafe -> RGB -> TTDWinFull
Basically convert to RGB between palette changes to get rid of fixed colour index locations. There might be an easier way, but this is how I do it.
Photoshop appears to order the palette in a PCX file backwards. The TTDWin*.act files are only suitable for PCX files. You need pal_win_png.act if you want to apply the correct palette to a png file. When converting from pcx to png, note that you also need apply this different palette (convert to RGB between changing palettes).
This issue has been confirmed on Photoshop CS5 on Windows. If you're using Photoshop on MacOS, this problem might not exist.