Project Shrine Maiden, or Touhou project, is a vast collection of characters and environments created by the nickname ZUN (Junya Oota). The main series consists of a series of video games (mostly bullet hell shooters and some spinoffs, of which three are fighting games), but the franchise has been a rebel market, and thus there are innumerable fan-made games, both digital and not, based on the same characters.
ZUN has explicitly stated that everyone is free to create whatever Shrine Maiden material he/she wishes to, as long as they 1) clearly mark that it's a spin-off product and 2) don't reveal any of the events that happen upon the completion of a game. As a result, the market for high-quality non-official products of the Shrine Maiden franchise has become huge, and the total amount of money revolving around the Shrine Maiden franchise only is now completely impossible to track.
Next to the vast amount of fanzines and home made arranged versions of the game music tracks, there is home-made merchandise such as key holders, cell phone straps, car stickers, coffee mugs, card and board games, and also quite an amount of spin-off video games using the Shrine Maiden characters. Most famous of these are Twilight Frontiers Super Mario game "Super Marisa Land" and the Rockman (Megaman) style game "Megamari".
As there are other examples of fan-made games turned into anime ('When they cry…' among others), rumours have talked of an upcoming Shrine Maiden anime. As information goes, ZUN has consistently said no to such projects. He has said that he does not want other people to poke into his world view, which probably can be taken as that he knows he will not have full control over the creative process. There has, however, been a hobby anime project, a 25 minute long animation with quality no less than a typical TV episode. While being a fan-made project, the quality of the background drawings is impressive, and the voice cast is all famous professionals.
The Shrine Maiden phenomenon has become so big that it has formed a life of its own; the stories and jokes from fanzines and flash animations on Nico video have created their own agenda; there now is a large amount of Shrine Maiden fans who have never played the shooting games themselves. The phenomenon has featured on Japanese TV shows and is now a considerable actor in the ever-growing character based Japanese entertainment scene.
The VGG family entry
The VGG franchise entry