We construct heterotic string theories on spacetimes of the form R^{d-1,1}
times N=2 linear dilaton, where d=6,4,2,0. There are two lines of
supersymmetric theories descending from the two supersymmetric ten-dimensional
heterotic theories. These have gauge groups which are lower rank subgroups of
E_{8} times E_{8} and SO(32). On turning on a (2,2) deformation which makes the
two dimensional part a smooth SL_{2}(R)/U(1) supercoset, the gauge groups get
broken further. In the deformed theories, there are non-trivial moduli which
are charged under the surviving gauge group in the case of d=6. We construct
the marginal operators on the worldsheet corresponding to these moduli.Comment: 27 pages, harvmac. v2 reference adde