I love the idea of playing out such plots you may have seem in some of your favorite movies or read in your favorite pulp adventure books. I'm also looking forward to building all kinds of terrain for it as well, from jungles to pyramids, looking for treasure or foiling the bad guys plans, or investigating things that go bump in the night.
The challenge for myself is there is a lot of stuff out there for those who play in the 28mm range for myself I will be playing it in the 15mm range and will be enjoying the hunt for all the figures and vehicles to be used in play. For which I will post every location i find for pulp gaming in the 15mm range here and compile a list here for those who may be interested.
My first set of miniatures for pulp gaming are coming from Brigade Games
http://brigadegames.3dcartstores.com/ they only have two set of figure in 15mm one set has eight figures and the other has four which I have both on the way as of the moment. I will post them when they come in.