come in many different flavours:
Simple Boardgame classics such as Risk, Stratego and variants of the latter such as Dover Patrol.
More advanced military boardgames, the more playable of which includeDiplomacy, Pax Britannica, Britannia, Kingmaker, Axis & Allies,
Card driven board games [the link is in Italian!!] such as GMT's "The Napoleonic Wars", Avalon Hill games such as "We the People", "For the People"; "Paths of Glory" and the Eagle games series set in ACW, colonial era and Napoleonic Wars. This is a promising new and mostly user friendly genre of games.
Games with miniature soldiers - good eye candy, but after the heyday of Donald Featherstone and Tony Bath, the rules became in many cases alarmingly complex and time consuming.
Map Kriegspiels - a military simulation played out with wooden blocks on a map. Its most marked difference from other forms of wargaming is that the players cannot see what the enemy is doing. This is achieved through non-player umpires acting within the framework of a ruleset but who have considerable discretion to decide the "inherent military probability" in a given situation. The result is an experience uncannily like that of a real life officer in the time of the horse and the musket.
Map and counter games which in general are a throwback to the seventies and purely for the hardened wargamer . The great problem with these games is that they use stacks of counters with which constant fiddling is necessary if one is to see the strategic situation. If you really want to, search the net for names like Simulations Publications Inc, Victory Games, GMT, or the "evil genius" of the genre, Jim Dunnigan. The WEB GROGNARDS site used to be the mecca for gamers who liked such games, but the site seems now to have gone down.