In a very disturbing twist, anyone who sees the Apex Twins from Warhammer 40k is tempted to treat them as Woobies, and they appear to be poor little kids hunted by the cruel and evil Inquisition for use in depraved and evil experiments, but in reality the Twins are psychotic murderous abominations hundreds of years old rather than cute eight year old girls.
The Apex Twins: (surrounded by self mutilated and tortured corpses) "We wanted them to play with us. It took ages to get them to listen."
- Why yes, they're a Shout-Out to The Shining turned Up to Eleven. If you're looking for someone to pity in Warhammer 40,000, try, oh I don't know, damn near everyone else with the slightest redeeming quality. Eldar Guardians, Tau Fire Warriors and Imperial Guardsmen and Conscripts, especially the last one, because at least the others actually want to go out and fight.
- Corax, the Raven Guard Primarch. His legion was so horribly slaughtered after the Isstvan V Drop Site Massacre that they were thrown out of the fighting for most of the Horus Heresy, and Corax had to rebuild. He resorted to desperate measures, but in the end he was left with the majority of the recruits mutated into horrific monstrosities. After personally and reluctantly Mercy Killing the marines his orders had created, he was overcome with grief and remorse, and locked himself in a room and didn't leave for over a year, praying for both their souls and his. When he emerged, he took his ship and flew it straight into the Eye of Terror, his last recorded words being "never more".
- The Eldar Healing Goddess Isha, practically the only kind and loving Warp-entity there is. So of course, loads of bad shit happens to her. She created the Eldar, only for Kaela Mensha Khaine to start wiping them out after he saw a prophecy that they'd one day kill him. When she went to Asuryan to get him to stop, Asuryan's response was basically "cry me a river", and that's exactly what she started to do. Eventually Asuryan relented and ordered the other Gods to stop interacting with the Eldar. Isha cheered up a bit until she found out that he meant all interaction. So Isha began meeting her little creations in secret, but Khaine found out about it and had her imprisoned. When The Fall happened, Slaanesh killed her husband Kurnous and tried to eat her, but Nurgle saw her, fell madly in love with her and saved her from Slaanesh. That's good, right? Well, no. Nurgle is the Chaos God of Pestilence, so chances are he is utterly disgusting to look at, and if that's not all, he keeps her locked in a cage next to his big disease-stirring cauldron and uses her a guinea pig for his creations. Fortunately, she's the Goddess of Healing so she can recover from them, but that therein is the problem. So... Yeah, she's stuck there, being fed horrible diseases without any hope of reprieve, and her only solace is that she can use moments of Nurgle's distraction to whisper the cures for his diseases to the mortal races she loves so much. Poor, poor Isha.
- Szarekh, the Silent King of the Necrons is a major one. Seeing the Necrontyr empire collapse during the war with the Old Ones, he struck a deal with the C'tan in order to let the Necrontyr win. He was tricked by the C'Tan, who turned his people into the soulless automatons known as the Necrons. After the war with the Old Ones ended, he turned on the C'Tan, and blasted them into shards, but the efforts to stop the C'Tan left the Necrons exhausted, unable to keep their empire running. He then went into a self-imposed exile in intergalactic space, as penance for his actions. Guy seriously needs a hug.
- Then there's the Lamenters, proof that an entire legion of Space Marines can still be incredibly sad. They were founded in the Cursed 21st, with their focus being that they were Blood Angels successors but didn't have to worry about the Black Rage... then the Black Rage came back. In their first major engagement, they were abandoned in the field out of mistrust, but stayed behind to protect civilians, getting reduced from one thousand to two hundred. Then when returning home, they got lost in the Warp and had to fight their way out (which other Marines found suspicious). Then they decided to fight alongside one of the few legions to be friendly to them, the Astral Claws, and lost most of their men a second time in a resulting civil war... and at the end of the war, they discovered the Astral Claws had turned traitor. This forced them to undergo even further scrutiny, getting "let off" with a sentence of a century-long Penitent Crusade, during which they couldn't recruit or replenish their men. They followed this up, while still possessing only 300 men, by engaging a planet that had been taken over by orks and millions of humans captured. They won the battle handily, inflicting massive damage to the Ork war machine, but lost two-thirds of their men and nine-tenths of the prisoners in the process. When Marneus Calger of the Ultramarines offered them high honors for their victory, they turned him down because they felt they had failed to protect the people, which the Ultramarines took as an insult. Finally, the Lamenters decided to try to leave behind the internal squabbles, and took their few remaining Marines to guard the borders of the Imperium... at which they then ran into Hive Fleet Kraken. Despite all this, they still fight, and they have never fallen to Chaos, always prioritizing the people of the Imperium above all else.