It looks to be from Marvel Battleworld - here's an image of a very similar dice on its BoardGameGeek listing (and certainly one in the same style).


It's a "playmate" chess set by Umbra. UPC: 028295167055


That pic/those models first appeared on BoS back in 2007 under the "Warhammer 30,000 League – Week 3" report. Other pictures in that report also show those figures. With the description: Balkus Alpha Legion, Enslavers The Alpha Legion under the command of Master Arkos, scored a hard fought victory for the Imperium upon the lost empire of Balkus. ...

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