I found this cool Amazon army list in a batrep on the Warhammer Forum. You can find it here:
Amazons vs. Cult of Slaanesh batrep
Apparently this list uses nothing but Mordheim Amazon models. Whazt do you guys think?

I thought of doing something like that, but with WE instead of DoW. I have long ago abandoned the idea as it would be hellishly expensive. I still like the idea, though I don't see Amazon's using crossbows as they should be using bows due to historical/mythological reasons.

An army with Mordheim models would set you back a great deal of money. I've never been a huge fan of Amazons, but it definitely works as a theme.

They don't necessarily have to be crossbows -- they could count as arcane, Old One-created weaponry.