Running oracle on any unsupported platform is probably not the best idea, not only because you won't get support, but also because running it on a more secure platform will still leave you with lots of holes; in other words, you're going to need something in front of the box to protect it anyway. Of course, "the more layers of defense, the better" is an excellent mantra, but unfortunately much of the time there are considerations other than just security. OpenBSD is written for uses where freedom, stability, adherence to standards, and security are the top concerns (and things like performance, or accessibility to those who are only interested in reading their email and nothing else, for instance, aren't as high on the list). If having support is a concern, or if being able to get it up and running more or less quickly is a concern, OpenBSD isn't the platform for Oracle. They've got lots of little things they do in their installer to make sure you're running a platform they like (for instance, Fedora (an unsupported platform) is almost identical to RedHat Advanced Server (a supported platform), yet by default Oracle won't install on it (specifically because it checks RedHat's /etc/redhat-release file to see what system it's being installed on). In short, there likely will be lots of little work-arounds you'll have to deal with to get the install to work in the first place. All that being said, should lack of support, the extra time it will take, and the other issues that have been brought up not be issues for you, 1) lucky you, and 2) I for one would be very interested in whether or not you get it working.
-Josh
