Microsoft Game Studios have posted up the official Gears Of War Fan Site Kit, the "first of many tools to combat the impending Locust Horde". From the site:

The 102 MB download contains all the means necessary to help Gears of War troopers build a fansite in preparation for Emergence Day. The kit contains concept art, forum avatars, screenshots, desktop wallpaper, and much more.

Whether a game can be said to have a fanbase before anyones actually played it though is another matter.