It's kind of like rounders, and is a massive sport in America, although their top players don't play in the Olympics.
So it was a big surprise when they won the baseball at the Sydney Olympics, beating big rivals Cuba 4-0 in the final.
Basically players score runs by hitting the ball hard enough to run to a base, and if they can get to fourth base, (home plate) they score.
They don't have to get round in one go, but if they do hit the ball out of the playing area they score a home run, and take any other players on base already with them (who all score runs too).
Each team has nine innings to score their runs, with each innings finishing after three men are out.
A batter is out if they hit the ball in the air and it is caught, or if they fail to hit the ball on three hittable pitches, called strikes.
They can also be out if they are running between bases and the ball is thrown to the fielder on the base they are trying to run to.
What are the British hopes for Athens?
We haven't got any. There isn't a British team at the Games.
Who are likely to be big stars?
The Cuban team will be desperate to win, having lost the final four years ago.
Asian countries like Japan and Korea are also expected to do very well.