Mostly Harmless
Legacy:LWO File
From Unreal Wiki, The Unreal Engine Documentation Site
This file extension is for models from the LightWave 3D package. LWO file format can be directly imported into the static mesh browser to make static meshes in the UT2003 version of UnrealEd. This feature was added by Digital Extremes and is not necessarily available in other Unreal Engine games, even those using the same generation of the engine (e.g., Unreal 2). To use Lightwave with such games, you may wish to obtain the Unreal export plugins from Michael Bristol.