Many Lemmings fans will already know about Lemmix. For those of you who don't, Lemmix is a Lemmings clone originally developed by Eric Langedijk (aka EricLang), which aims to perfectly emulate the DOS Lemmings games' mechanics, but with additional fine-control features, Windows compatibility, et cetera. On the official Lemmix website, EricLang offers Lemmix players for the original Lemmings game, Oh No! More Lemmings! and Holiday Lemmings 93. However, this is far from the entire collection of official Lemmings levels.
The second issue with his provided players is that they are out of date. At a later time, a Lemmings fan known as ccexplore updated the code of these players to replicate a few features that EricLang had missed, as well as improve on the fine-control features. EricLang's final version was labelled version 1.3, whereas ccexplore's was labelled 0.8.0.1 - misleading, but ccexplore's was indeed the more recent of the two.
I took it upon myself to create Lemmix players for the remaining missing levels, as well as maintain availability of compiled versions of Lemmix with ccexplore's updates and beyond. My versions are labelled with simply V and a number (for example, V19), to keep it simple. All of these can be found here. Note that there is no Holiday Lemmings 93 player here, as Holiday Lemmings 94 also contains all the Holiday Lemmings 93 levels.
Current version: V29
By default, these players use the music from the Amiga versions of Lemmings; this is due to these being possible to include with a much smaller filesize than the DOS musics. However, "music packs" that give you the DOS musics are available to download, though be warned they are quite large downloads. These should be placed in the same folder alongside the main player. Note that they require V22 or higher of the player.