Ah! But when is a book not a book? When, for that matter, is a film not a film? Although we call them fan films, they are not shot on celluloid like Ben Hur or Casablanca was nor, with a few notable exceptions, will you ever see them on the big screen of a cinema. Likewise audio dramas are really a subtly different thing from radio plays (I could wax elloquent on that subject).
So when I talk about a fan book, what do you visualise? A hard back novel? A mass market paperback? Don't hold your breath buddy! Although I see no substantial ethical reason for not doing so
, the current stance of most online, Print On Demand (POD) publishers is that they class fan fiction as a breach of copyright and will not print them.
So what are your choices? I assume there are a number of printers, especially small local printers, who will see the reality of the situation that the world of Intellectual Properties will not crumble and The World As We Know It will not fall because of your fanfic and will print it for you. Whether you will be able to find one who can do one as a one-off job rather than a print run of 200, I'm not so sure.
You can publish it yourself. You can print it out in folio A4 / US Letter (ie printed in landscape and folded in half vertically) as a 12 page "booklet", sew them and bind them. No, I'm serious, it can be done by amateurs
! It's not easy, probably on a par with skilled woodwork or needlework, but it can be done.
Or you could publish them as an eBook.