To play Warlord, the first thing you will need is a copy of the Warlord 2nd Edition Core Rules rulebook. If your local game store doesn’t carry it, ask them to order it for you. If that fails, you can buy it direct from Reaper’s online store HERE.(note this link is dead, the pdf is floating around, I bought my book on amazon)
The next thing you will need is a number of Reaper miniatures. Again, the best place to find these is at your local game store, who should be able to special order anything they don’t carry. Failing that, you can buy them direct from Reaper’s online store HERE.
Next you will need some 10-sided dice (1 is enough, but 3-5 is better). Every action in the game is decided by rolling a 10-sided die, adding a modifier, and comparing it to a target number. These should be easy to find at your local game store. It would also be helpful (but not necessary) to have a few 6-sided dice too for tracking various things (like damage done to a model).
Next you need a tape measure (available at any home improvement store) to measure the movement of your models on the board, and a standard 52-card deck of playing cards (available everywhere) to determine the order of play (Warlord uses a random-activation sequence to determine turn order).
Finally, you will need a handful of small items to use as tokens. Pennies, beads, or small glass stones all work perfectly. These tokens are used to mark various things on the battlefield (e.g., a model that is under a special affect).