Here’s an impressive set of Flickr photos with atmospheric Warhammer 40K images.
warhammer
The AD Wars Science Fiction Rules
The AD Wars is a set of free wargames rules that are adaptation of Warhammer Ancient Battles for science fiction games. It’s interesting. You will need a copy of Warhammer Ancients to play, though. But there are a lot of copies of that out there.
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Gangs of Skavenblight
Gangs of Skavenblight is an Warhammer Fantasy adaptation of Footsore Miniatures’ Gangs of Rome Game. It features, as you might imagine, gangs of Skaven fighting for control of the city of the Horned Rat.
All of the links below are to pdf files.
Warhammer 40K Battle Primer
Games Workshop offers a free pdf of its Warhammer 40K battle primer, which contains basic for moving, shooting, fighting, using psychic powers and morale, along with other material to get you started.