Primarch

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The Primarchs were the twenty genetically-engineered "sons" of the Emperor. Using his own DNA in their creation, the Primarchs were designed to be far superior to even Space Marines: they were taller, stronger, faster and more intelligent. They were also incredibly charismatic and were well suited to their role as the generals and leaders of the Imperium of Man.

The Primarchs were created in a secret underground laboratory on what used to be the Himalayas, under the tighest security. However, due to insidious dickery, the forces of Chaos were able to spirit the Primarchs away from the laboratory and scatter them across the universe. Just as planned. There is also some speculation that the Chaos gods tampered with the Primarchs somehow, which would explain the mutations. Either way, the Emperor knew his sons were still alive, but had no clue to where they could be, so he decided to go ahead with his Space Marine project. Using DNA samples from each Primarch before they were abducted, the Emperor created twenty legions of Space Marines; one for each Primarch.

Each of the young primarchs were forced to adapt to the lifestyle on their new homeworld, something which would influence and mould them throught their lives. The primarchs rapidly grew to adulthood and quickly rose to power, often becoming the leaders of their world. As the Emperor crusaded to unify the galaxy he would occasionally stumble upon another long-lost son. When this happened, the Emperor would hold a celebration in honor of this discovery, give the Primarch their legion to command, then tell them to fuck off and start conquering worlds while he fapped to his favoured offspring. The Emperor was a dick like that.

The first Primarch the Emperor discovered was Horus, who would become the Emperor's favoured son. The majority of Primachs somehow recognized the Emperor on sight, immediately pledging their allegiance to their father. A few only swore allegiance after being bested in a contest. Angron outright refused to follow the Emperor, perfering to die in battle along with his rebels in their fight against the oppressive Not-Romans. The Emperor simply shrugged and abducted his son, leaving Angron's followers to get slaughtered. Angron never really got over that dickmove.

At the end of the period known as the Great Crusade Horus, who had recently been promoted to the title of Warmaster, fell to Chaos and rebelled. It didn't take long for eight other of his fellow Primarchs to join his side against the Emperor, resulting in a full-scale civil war known as the Horus Heresy. Funnily enough, most of the Primarchs who sided with Horus were those who felt that the Emperor had taken a giant, steaming dump on them. So while the Emperor is the greatest tactician, scientist, and leader there is, he's worse than a crack-addled transient junkie as a father.

Legion Number	Name	Homeworld	Name of the Legion	Allegiance	Current Status
I	Lion El'Jonson	Caliban	Dark Angels	Loyal	Alive, asleep within a secret chamber on the Rock
II	+++Records expunged+++
III	Fulgrim	Chemos	Emperor's Children	Traitor	Possessed/Daemon Prince
IV	Perturabo	Olympia	Iron Warriors	Traitor	Daemon Prince
V	Jaghatai Khan	Mundus Planus	White Scars	Loyal	Unknown, disappeared into the Webway
VI	Leman Russ	Fenris	Space Wolves	Loyal	Unknown, disappeared into the Eye of Terror
VII	Rogal Dorn	Terra	Imperial Fists	Loyal	Missing presumed deceased
VIII	Konrad Curze	Nostramo	Night Lords	Traitor	Deceased, assassinated by Callidus assassin.
IX	Sanguinius	Baal	Blood Angels	Loyal	Deceased, slain by Horus.
X	Ferrus Manus	Medusa	Iron Hands	Loyal	Deceased, slain by Fulgrim and his head offered to Horus as a gift.
XI	+++Records expunged+++
XII	Angron	Unknown	World Eaters	Traitor	Daemon Prince
XIII	Roboute Guilliman	Macragge	Ultramarines	Loyal	Alive, unfortunately.
XIV	Mortarion	Barbarus	Death Guard	Traitor	Daemon Prince
XV	Magnus the Red	Prospero	Thousand Sons	Traitor	Daemon Prince
XVI	Horus	Cthonia	Luna Wolves/Sons of Horus	Traitor	Deceased, slain by the Emperor.
XVII	Lorgar	Colchis	Word Bearers	Traitor	Daemon Prince
XVIII	Vulkan	Nocturne	Salamanders	Loyal	Missing
XIX	Corax	Deliverance	Raven Guard	Loyal	Missing, last seen heading for the Eye of Terror.
XX	Alpharius Omegon	Unknown	Alpha Legion	It's complicated	Fuck knows.

It Sucks To Be Loyal

Traitors

   Warmaster Horus was killed by the Emperor of Mankind, and his soul was obliterated. His corpse was completely destroyed by Abaddon the Despoiler, who also took over his place as overall leader of the Chaos Space Marines.
   Magnus rose to the rank of Daemon Prince of Tzeentch.
   Angron rose to the rank of Daemon prince of Khorne.
   Mortarion rose the rank of Daemon Prince of Nurgle.
   Fulgrim rose to the rank of Daemon Prince of Slaanesh.
   Lorgar rose to the rank of Daemon Prince of Chaos Undivided.
   Perturabo rose to the rank of Daemon Prince of Chaos Undivided.
   Konrad Curze, aka Night Haunter, was assassinated by Callidus assassin M'Shen. He allowed her infiltration, apparently wanting to die.
   Alpharius was killed by Roboute Guilliman, but the source which reported his death may have been manipulated. It is not known if Alpharius or Omegon is the Primarch killed in the report. Due to the report's unreliability, neither may have been killed.8. 

Loyalists

   Ferrus Manus was killed at the Drop Site massacre at the start of the Horus Heresy by Fulgrim who presented his head to Horus.
   Sanguinius was slain by Horus after refusing to join him.
   Lion El'Jonson returned to his homeworld of Caliban only to discover that his friend and second-in command Luther and the Dark Angel garrison had turned against him2. He led a strike force of his own loyal Dark Angels against the traitors. He disappeared amongst the inferno as the world was blasted apart by a Warp Storm and a bombardment from his ships in orbit. He sleeps deep within the Rock, the biggest piece of Caliban and current home base of the Dark Angels1,2. Only the Emperor and the Watchers in the Dark know of this secret.1-p14
   Jaghatai Khan disappeared while pursuing the Dark Eldar into a Webway portal after they had managed to raid Mundus Planus. There are rumours that he fights there still, lost in the twisting paths of the Webway. After nine thousand years it seems highly unlikely, but not impossible.
   Leman Russ disappeared in the Eye of Terror. The Space Wolves hold a legend that says Russ went on a quest to find a means to cure the Emperor. His final words before his disappearance is that he would return for the 'Wolftime' (the final battle). It is also said that Leman Russ led the 13th Company into the Eye of Terror and ordered them to hunt down the Traitor Legions which had fled to the Eye of Terror, particularly the Thousand Sons.
   Rogal Dorn boarded a Chaos cruiser during a Black Crusade alongside a company of his sons and died fighting. He died after many of his loyal brother Primarchs. Today, his hand is housed in the holiest shrine of the Imperial Fists chapter, and his dead body encased in amber and put in Phalanx 11.
   Roboute Guilliman was struck down with an envenomed blade by his former brother Fulgrim. His body is perfectly preserved in a stasis field at the heart of the Temple of Correction3. It is rumoured that he is still alive and that his wound is slowly healing, something normally impossible in a stasis field. The truth of this rumour is unknown but this is seen by many (including Captain Uriel Ventris) as mere optimistic thinking.
   Vulkan disappeared. The position of Chapter Master, filled by the Captain of the First Company, is considered to be a regency as the Salamanders believe that Vulkan will one day return and lead them on a great crusade against Chaos.
   Corax was racked by guilt and shame. In order to rebuild quickly the strength of his legion from the dropsite massacre on Isstvan V, Corax accelerated the growth of the gene-seed organs, producing more Space Marines, but this process also deteriorated the Gene-seed, causing many to become hulking monsters. Riddled with guilt over what he had done, Corax administered euthanasia to all of them and then locked himself away within his sanctum, the Raven's Tower. Exactly one year later he left his tower, haggard and gaunt, and took a small shuttle craft with the words Never more. It was last monitored setting a course for the Eye of Terror. 

Two Missing Primarchs

Who are the two missing Primarchs, you ask? Sigmar and Samus. Or maybe Rachnus Rageous and Tialoc Ekans.

...

Okay, fine. Nobody really knows. There have been a few shitty hints about them in the Horus Heresy books, but nothing really concrete. What we have established is that they got killed for some reason and the existance of their legions were wiped from record. The surviving marines from both legions were then gobbled up by the Ultramarines for some retarded reason. As for the identities of these two Missing Legions? Well, Games Workshop have had a few candidates over the years. In the short story Hell in a Bottle from the novel Into the Maelstrom, a chapter known as the Iron Hearts get fucked over by a Chaos Lord. The short story also mentions that the chapter has a Primarch known as Rubinek. Of course, this was just a huge cock-up on the author's part, who himself admitted that he meant Chapter Master. Another possible candidate is the Valedictors, a who were mentioned in two early issues of White Dwarf as being a First Founding chapter who saw action against Orks, Eldar and Traitors during the Horus Heresy. However, around a hundred issues later, they were again mentioned as being post-second founding.