The Red Golem Blog has a tutorial on making modular 2D dungeon tiles.
Germy’s World has a paper model for making your own dungeon, but what is more interesting is Victorian Cellar model that accompanies it. It’s perfect for gothic horor games as the lair of a monster, or mad scientist or cult.
This tutorial shows how to make modular cave tiles that also serve as hills for wilderness games.
Germ’s World has a two sets of paper corridors for use as terrain with your wargames: a set of dungeon corridors and a set for science fiction. The sets include wall sections of various lengths, crossroads, junctions, staircases, archways, pits, traps and more. They are easily as good as many of the commercially available sets. You could use these for any number of games, including Games Workshop’s Space Hulk or Warhammer Quest, WizKids’ MageKnight Dungeons, or just a regular Dungeons and Dragons slaughterfest.