I don't get it
Warhammer Fantasy is a fictional universe in which a bunch of tabletop games, rpgs and video games are set. It has normal fantasy staples like orks and goblins, dwarfs, elves and so on. It also has a race of human sized rat people called Skaven. The Skaven mainly live underground and have tunnels basically everywhere.
The main human faction is called the Empire and is mainly inspired by the Holy Roman Empire in our real history. Nuln, Marienburg and Altdorf are major cities in this Empire. Of course, the Skaven have a presence there, too. But the average human citizen of the Empire doesn't know anything about the Skaven, since they prefer to remain hidden. There are rumours about the existence of such ratkin, but the commonly accepted reality is that they don't exist.
Hence it is humorous to put conspiracy theorist Alex Jones into this setting to talk about it.
It is my favourite fictional setting.
It has some pretty unique things like the Skaven or the Chaos gods, which are the main force of evil and are basically created by negative human emotions. It has a vast amount of lore (we're talking probably more than 100 books) and still feels like classic fantasy. It is dark and gritty, but is relatable, because the main protagonists of many stories are ordinary humans.
I'm not aware of any movies, but the Total War games are very popular right now. Here is a recent trailer: YouTube: YaLtE3cCEIs It shows the forces of Chaos, coming from the cursed wastelands in the far east, fighting Kislev, which is a snowy, slav-inspired faction.
Vermintide was also a big hit: YouTube: KxTaQmhztVQ
