By the way, I forgot to mention that we played the Space Marine Adventures board game. It's pretty fun and I'd recommend it even if you aren't a fan of Warhammer. It'll cost you about $40 USD. It's a cooperative board game where up to four players try to complete an objective and then escape the level, almost like an extremely light tabletop RPG. Regardless of the number of players you have, there are always four space marines in your team and if you complete the level with all space marines still alive it's a "major victory", three is a "minor victory", two is a draw, and one or no surviving space marines is a defeat.
There are three levels you can play on six different maps to allow for some variety. Each level has different objectives and they can each be played as a standalone game or you can string them together as a campaign. The game doesn't take that long to play either as once we got the hang of it, we were able to complete a full three level campaign in about two hours.
I won't go into too much detail explaining every little game mechanic, but I will say the game is pretty easy to learn. It's mostly card-based with minimal dice rolling and even though the box says it's for ages 8 and older, my youngest daughter who will be 4 in a couple weeks was able to understand it and play with help from me and my wife. Which is good, because she has been wanting to get involved whenever she sees us playing games of 40k, but she's obviously too young for a full-on tabletop wargames like that. This board game allows her to actually participate in something Warhammer-related with the rest of us.