Add explicit OpenBSD LICENSE

[bebosudo]

I think it would be nice to have an explicit and easy to find license file that covers the whole project, even though it's already declared at the top of each source file.

[nicm]

But compat/queue.h and a few other files are not under this license, I think that needs to be mentioned. Also this file is conventionally called COPYING.

[bebosudo]

Regarding the double-licensed files: this is another reason to include a unique license file; when I've packaged this code as RPM I've looked around and I've only found OpenBSD licensed files, and didn't notice the 3-Clause BSD licensed files.
Creating a single file where all the licenses are indicated may help reusing portions of this project.
The GPL howto suggests placing only a brief notice at the top of files, not the entire license: http://www.gnu.org/licenses/gpl-howto.html

Regarding the file name: folks here at GitHub suggest using LICENSE, while GPL goes for COPYING (see link above), but I've personally seen only the former style.