The Roller Coaster is a bunch of houses stuck together to form a sort of ramp. This ramp is supported by a few wooden poles.
This structure is located on the south-west side of the map .
It is possible to climb the Roller Coaster all the way to the top house. In there, the Annoyer as well as the Knockback Gun can be found, along with some military-grade hardware (like AK-74, MP5, Hunting Sniper and Pump-action shotgun).
Zombies are known to despawn if they get too close to the structure.