The gallery example (https://www.pygmt.org/v0.12.0/gallery/lines/roads.html) uses a dataset from http://www2.census.gov/geo/tiger/TIGER2015/PRISECROADS/tl_2015_15_prisecroads.zip. I'm getting the "Access Denied" error when I try to download the data using a China IP, but it works when I use a VPN server in US or Japan. It would be better if we could find another dataset which is more accessible to users.