The playground is the name of the folder/directory that contains NetHack's data files. The data includes dungeon descriptions, rumours (rumor.tru and rumor.fal), save files, temporary files during gameplay, the logfile, and the high scores list.
The default playground on Linux is /usr/games/lib/nethackdir/
The default playground on FreeBSD is /usr/local/lib/nethack/
In Debian Lenny the playground is /var/games/nethack
On openSUSE, the playgrounds are located at /var/games/nethack and /usr/share/games/vulture-* for the various Vulture.
On FreeBSD it can also be located at /usr/local/share/nethack
On Mac OS, it may be located at /Library/NetHack/nethackdir or, if installed via Homebrew, /usr/local/Cellar/nethack/VERSION/libexec/save