Same as the simple example, but we're loading OpenLayers.js locally.

OpenLayers is open source. You can download an OpenLayers release package, with all the files, and place them locally alongside your HTML (In this case I have directory called openlayers two levels above this. Hence the relative reference is "../../openlayers/OpenLayers.js")

This gives you more control, with all files hosted by you. You need OpenLayers.js (or you can try the slimmer build OpenLayers.light.js). You also the need the 'img' and 'themes' directories alongside.