Andy Skinner's Travel Space Hulk
I call this Andy's idea, because he is the one who posted it to the Full Thrust mailing list, although he tells me that several people on the Space Marine mailing list have done this, and he is not exactly sure who first came up with it.
I've got a "travel version" of Space Hulk made with Epic figures glued to magnet circles that I got from advertisement refrigerator magnets with a hole punch. I use Epic scale figures; the genestealers from the plastic Tyranid box, and Devastators for Flamers, regular Marines for Terminators (I don't have enough plastic Terminators to give 'em up for that), and something else as Sergeants, though they don't have swords. I draw the halls and rooms on a piece of graph paper, which I put on a cookie sheet so the magnets will stick. Colored construction paper glued to more sheet magnets and a hole punch provide blips, flame, and overwatch counters.
Pretty damn clever, isn't it?