I think that everyone who has ever played with miniatures has thought of sculpting one. Here’s a nice tutorial on sculpting a knight.
Matakishi’s Tea House has a photo tutorial on making a modular Egyptian tomb from painted balsa blocks. The effect is quite nice and the end result would work very well in ancient, as well as pulp miniatures games.
TerraGenesis has a photo tutorial on making a 28mm Scale Church. It’s done in a cross layout and features a nicely done interior.
The Wargaming Depot blog has a tutorial on making terrain tiles from cork.
It’s an idea that I considered for quite some time, before finally settling on doing a similar thing with 1 foot square carpet tiles.