The stable release 2007.12.04 of the game theory package Gambit does not compile out of the box on Ubuntu 9.04. The problem is just a few missing #include lines, probably because the gcc header files have been updated since 2007.
Here is a patch: gambit-0.2007.12.04-ubuntu-9.04-patch. To use the patch do the following.
Unpack a fresh copy of Gambit:
tar zxf gambit-0.2007.12.04.tar.gz
Save the patch in the same directory; apply the patch:
cd gambit-0.2007.12.04 patch -p1 < ../gambit-0.2007.12.04-ubuntu-9.04-patch
Now configure and make as usual:
./configure make make install