How big of an entity are we talking about? A singular mercenary? An entire race?
Who are they working for? What do they value?
In the Gaunt's Ghost series, a Mandrake was working for a Chaos general. Apparently in exchange for his assistance, a tolerance treaty between the forces of Chaos and that particular sect of Dark Eldar was created on top of a "wealth" of mineral resources.
So take your pick. It could be war trophies, the chance to fight (Orks, anyone?), colonizations rights, technology, mineral resources, peace treaties, worthy enemies to feast upon (for the Kroot), rare alien artifacts, or maybe just 3 squares and a roof over their head.
I may be wrong, but as far as I can remember, in the first IG lists, you could take blood axe kommandoes. The orks worked for weapons and supplies, as well as to learn the dead sneaky 'umie triks! I think zoanthropes were sometimes used as well. In several BL novels human mercenary bands are used, particularly in the Eisenhorn and Ravenor series.
It wasn't Zoanthropes. It was ZOATS. Different species, since exterminated in the fluff.
The escaped slave zoats would often go renegade/mercenary and fight for anyone. Human/eldar/chaos/etc.
[Zoats were a tyranid 'created' slave species whose purpose was for negotiating. The tyranids made them too smart, so they rebelled. When the Tyranids caught up with them again, they wiped them out.]
My Guard army functions as a mercenary company. The payment varies depending on the client. For instance, Imperials provide a blind eye regarding our company's planet, money, weapons, ammo, armor, etc. Tau allow our planet to survive on the border between Tau and Imperial space. It is a running joke, due to a guardsman using a sound cannon for a melta gun, that Chaos gives my mercs souls in exchange for service. These souls are used as obscene gift cards for the dark gods.
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