Yeah well, I was never a fan of Warhammer. I think Blizzard did better then Games Workshop. Yeah, Blizzard did steal a lot of things from GW, but overall, I'd say they did a better job at making an interesting fantasy universe. IMO of course.
On the other hand, there's nothing like Warhammer 40K. Even StarCraft, which is as close as it gets, is almost totally different. W40K is some sort of neo-gothic world, dark and gritty, with lots of bloody violence and fanaticism.