Yeah, I think if someone really tried to break it down, you'd be reading a post about the length of War and Peace. Warhammer is -- boardgames (pen n paper and strategy), video games, there are shooters, rts, turned based strategy, Hack n Slash, Fantasy (LOTR Style) Futuristic Sci-Fi (smace marines you mentioned), even a Turn Based "football" type of thing that's actually quite amazing. It's pretty vast.
As far as Video games go, some are ok. Some are really good. These 3 are pretty amazing in my opinion --
Total War: Warhammer 2. (strategy) -- The "Total War" series is excellent as is. But what they've done with the Warhammer license was amazing.
Warhammer: Vermintide 2 (Hack n Slash) -- so this one took the Left 4 Dead formula, plopped it into the Warhammer universe, and it's great. Can play solo, but best if you bring some friends and you've got a incredible game loop with tons of replay value.
Blood Bowl 2 (turn based video boardgame) -- this one sounds stupid to try to describe it, but if I compiled a list of my top 3 "desert island games," this would absolutely be one of them. Its Warhammer's version of football with Humans, Orcs, Elves, Mages, etc, only played turn based as if you're playing a boardgame. But yep, it just works. One of my all time favorites. Part 1 is good. Part 3 is a bit of a turd. But part 2 was pretty much perfect.
These are pretty big time sinks, though, and from some of your previous comments, I've gotten the impression that you didn't really care to invest a lot of time into "super nerdy" stuff and perhaps prefer games that are more "quick pick up n' play." So many of these - definitely the 3 I mentioned - might not be your cup of tea.