On looking up further news on Relic's 40K video game "Space Marine" I came across this rather interesting and humorous piece on the 41st Millenium.
"Thirty-eight thousand years in the future, the mighty Imperium of Man has spread across the galaxy, to discover that the galaxy is a hell that would make Hieronymous Bosch shit himself in terror, and that it has a hell. From without, the Imperium is assailed by alien monsters from the depths of space, nightmare death-machines and soulless daemons (as well as soulless death-machines and nightmare daemons); from within, treachery, heresy, mindless incompetence and the festering taint of Chaos threaten to tear it apart.
Warhammer 40,000 is not a happy place. Rather than just being Darker And Edgier, it paints itself black and hurls itself over the edge. The Imperium of Man is an oppressive, stark, and downright miserable place to live in where, for far too many people, living isn't something to do until you die, but something to do until something comes around and kills you in an unbelievably horrible way - quite probably someone on your own side. The Messiah has been locked up on life support for the past ten millennia, laid low by his most beloved son, and an incomprehensibly vast Church Militant commits hourly atrocities in his name.
The problem is, as bad as the Imperium is, the other forces in the galaxy are generally far, far worse. Death is about the best you can hope for against the vast majority of the other major players in the battlefields of the 41st Millennium. The basic premise of 40k, insofar as it can be summed up, is that of an eternal, impossibly vast conflict between a number of absurdly powerful genocidal, xenocidal and in one case omnicidal factions, with every single weapon, ideology and creative piece of nastiness imaginable turned up to eleven. The basic sidearm of a Space Marine is a fully automatic armour-piercing rocket-propelled grenade launcher. The Astronomican, a navigation aid, has the souls of thousands of psychic humans sacrificed to it every day, dying by inches to feed the machine. The faster-than-light travel used by most factions carries with it a good chance of being eaten by daemons. There are also chainsaw swords, gloves that crush tanks, mountain-sized daemonic walking battle cathedrals, tanks the size of small cities and warships that level continents, if not simply obliterating all life on an entire planet just to be sure.
There is no time for peace, no respite, no forgiveness; there is only war.
The 40k universe is a spectacularly brutal playground of tropes and horrible things taken to their absolute extreme. Entire planets with populations of billions are lost due to rounding errors in tax returns. Orders of capricious, fanatical, genetically engineered Super Soldier Knights Templar serve as the Imperium's special forces, while the trillions of soldiers in its regular armies take disregard for human life further than most people could believe possible. A futuristic space Inquisition ruthlessly hunts down anyone with even a hint of the taint of the heretic, the mutant, or the alien, and is backed up by legions of supercharged daemonhunting super soldiers and fanatical power-armoured battle nuns. The ancient and debased manipulator-race contrive wars that see billions dead; their depraved cousins cannot live without torturing numberless innocents to death in unimaginably horrible ways. There's a Bug Swarm trying to eat everything in the galaxy, a light-years wide hole in reality through which countless daemons and corrupted daemon-powered super-soldiers periodically attempt to destroy the universe, and an entire civilisation of undying Omnicidal Maniacs serving their star-god masters' desire to exterminate all living creatures, down to the last bacterium. There's a genetically-engineered survivor warrior species infesting every corner of the galaxy and cheerfully trying to kill everything else in the galaxy because it's literally hard-wired into their genetic code. The closest thing to the good guys you can find in this setting is a tiny alien empire sandwiched between all the other factions, and they have a thing for forcing new subjects into their empire through orbital bombardment, sterilisation, and concentration camps".