I've been doing some research and I found that the game RollerCoaster Tycoon uses .dat files to store all the animations/images for each ride. Basically we're talking hundreds of images (per ride even), that are separate .bmp files inside this .dat file. This goes against the preaching of always using spritesheets... or maybe I misunderstand how the .dat file is being used? Using spritesheets are nice when the images and animation frames are all the same size, but when they vary so much (like varying ride sizes), it would be nice to use individual images. From my understanding, there's limits on image counts, and generally bad things when using tons of individual images... but ancient RoolerCoaster Tycoon seems to do just that with its .dat files.
What am I missing? What is the best way to store a massive amount of images?