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Besides the Warhammer fest over in the United Kingdom, are there any other conventions that happen in the United States?

Preferably along the eastern coast?

Years ago GW used to host Games Day in Baltimore, MD. Now... GW does nothing in the states for a convention and there is nothing independent (that's worth the travel expenses) on the East coast.

If you're willing to travel to the Midwest, there's GenCon and Origins and a more Warhammer specific one is Adepticon.