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If you getting this error:
Running Kingdom: New Lands
Set current directory to /home/jeffangelion/GOG Games/Kingdom: New Lands/game
Found path: /home/jeffangelion/GOG Games/Kingdom: New Lands/game/Kingdom.x86_64
Mono path[0] = '/home/jeffangelion/GOG Games/Kingdom: New Lands/game/Kingdom_Data/Managed'
Mono config path = '/home/jeffangelion/GOG Games/Kingdom: New Lands/game/Kingdom_Data/Mono/etc'
The assembly mscorlib.dll was not found or could not be loaded.
It should have been installed in the `/home/jeffangelion/GOG Games/Kingdom: New Lands/game/Kingdom_Data/Managed/mono/2.0/mscorlib.dll' directory.
Here's the fix:
cd game/Dragonfall_Data/Managed
mkdir mono && mkdir 2.0 && cd mono/2.0
ln -s ../../mscorlib.dll mscorlib.dll

Offtopic: man, second Unity game w/ same problem (first one: