Here's a paper model of a medieval watchtower in 1:140 scale. The site is in German and the babelfish that I used wasn't very good in translating it, so I can't tell you much more. 1:140 scale is probably not good for most miniature wargames, but you could easily scale them up when you print.
Clifford Button of Paper Tiger Armanents offers a free 1/72 scale brick structure. It was inspired by a building in the Strand district in Galveston, Texas.
Germy's World has some nice paper models for 6mm science fiction gaming. There are tanks, drop pods, a mega drop pod and a drop ship. These would be useful for Battletech, or Reaper's CAV, or Games Workshop's Epic 40K.
Germ's World has a large collection of paper models for wargames in 6mm scale. These would be useful for, say a BattleTech game, or maybe Epic 40k. There are hangars, moon bases, factories, space docks and middle east buildings.
Here's an idea for a miniature wargaming scenario: During WWII, a group of US paratroopers, or British commandos are sent to destroy a V-2 rocket base. Of course, to do this, you're going to need to add a model of a V-2 rocket to your terrain. This website has a free paper model of a V-2 rocket in 1/32 scale. You could easily rescale it on your computer.