28 Mag is a neat electronic fanzine focusing on Warhammer / Games Workshop modeling and art. I really enjoyed looking at the first two issues.
The Warseer forums have an interesting thread on using Games Workshop’s Lord of the Rings battle game to run Warhammer 40K skirmish games.
Here’s a page with some errata and clarifications for Warhammer Ancients’ Alexander The Great book.
Jeff Jonas has an article on using war machines in Warhammer Ancient Battles. There are some nice pictures of painted Roman war machine models, and a good discussion of their use by the legions.
The Othismos ancients wargaming blog has a Warhammer Ancients scenario for the battle of Sepeia, fought in 494 BC between the Spartans and Argives.