One Page Kill Team is a set of free wargames rules for small scale skirmishes in the 40K universe.
Rules: Games Workshop
40K Unlimited Warhammer 40K Fan Rules
40K Unlimited is a set of fan created alternative rule for Warhammer 40K.
Ninth Age Alternate Warhammer Fantasy Rules
Given the general fan anger over the direction Games Workshop has taken its Warhammer Fantasy property, it is no surprise that fan written alternatives have cropped up. One is The Ninth Age, a a set of free wargames rules for playing mass fantasy battles. It looks very well done, and has a large number of army books.