Asuryan

Asuryan, the Phoenix King/the Creator is the leader of the Eldar pantheon in Warhammer 40k and the High Elf pantheon in Warhammer Fantasy. He is the older brother of Khaine and Vaul. He's basically Zeus if Zeus traded the lightning and bull theme for fire and phoenixes, but while Zeus is a badass who gets into fights and bangs mortals Asuryan basically just sits on his throne and does as little of anything as he can. He also doesn't have a wife yet somehow produced children, meaning he may be a hermaphrodite or as afraid of vagina as the God-Emperor of Mankind*BLAM!* HERESY!.

He appears as an Elf/Eldar seated on a Golden Throne, almost never moving because his mind is always working on his ultimate plan for the universe. At least that's what everyone assumes, in reality he's probably watching Blood Bowl. He's depicted as wearing a mask because nobody can see the true wonder of his face and survive. Or because he's fuck-ugly, who knows.

40k Version

Part of his job was to settle disputes among the gods without upsetting anyone too much. Thus, when Khaine started butchering the Eldar because he heard from Asuryan's granddaughter (and the entire Eldar race's sister), Lileath, that they would kill him one day, and Isha and Kurnous raised a fuss because he was massacring their children, Asuryan decided that the realms of the gods and mortals would be separated -- that way, none of them could kill each other.

Isha and Kurnous weren't happy to be separated from their children, so with Vaul's help, they found a way to communicate with the Eldar, but when Khaine learned about this, he went whining to Asuryan about it.

Asuryan decided, in his infinite wisdom (and even more infinite laziness), that maintaining the separation between the gods and mortals meant keeping them totally separated, and that handing Isha and Kurnous over to Khaine was a reasonable punishment (Khaine certainly thought so -- though he could not kill his fellow gods, he could certainly torture them). Vaul managed to bargain with Khaine for their freedom: one hundred mighty blades delivered within a year. Unfortunately, he only had ninety-nine blades ready when the year was up, so he, Kurnous, and Isha had to run for it before Khaine figured out he had been tricked.

Asuryan stayed out of the resulting War in Heaven, and when Khaine won in the end and crippled Vaul, he basically swooped in and declared that the entire disagreement had been settled.

In the end, Asuryan got eaten along with the other gods (except for Khaine, Isha, and Cegorach) when Slaanesh was born from the Fall of the Eldar. Despite this, his name lives on, as part of the title for the Phoenix Lords: the Asurya.

Warhammer Fantasy

The High Elves worship the same set of gods as the Eldar do, with a few minor changes here and there, but theirs are all still alive. Since Chaos (called the Ruinous Powers more often in Fantasy) came as a result of the Old Ones fucking up their attempts at protecting the world from Chaos instead of anything the elves did (quite the contrary, the High Elves actually manage to beat Chaos back into the Warp constantly and even fight alongside other races towards common goals with regularity), Khaine never heard any prophesy about mortal elves harming him and thus never had a reason to kill them, so the War in Heaven never happened. In addition, gods are much more powerful and an entire pantheon could probably take a single Chaos God on.

The Fantasy version of Asuryan is not called the Phoenix King, because that title belongs to one of the two rulers of Ulthuan whom he personally judges and blesses (or throws into a deep frier, pisses on, and drops back into the mortal world). Instead, he is known as the Emperor of the Heavens and the Creator, and is said to adjudicate disputes between the gods and hold the flame of life in his hand.

He has a plan, one so well crafted that Tzeentch's plans are mere hiccups here and there. It ends with an ultimate battle between good and evil, and if good wins the Chaos Gods will fall and be forever banished into the Warp and thus be unable to meddle in mortal affairs ever again. The overall outcome of that battle isn't certain, except a few things like the fact dragons will go extinct in it one way or the other. Sigmar may or may not be in on this plan, but he is a part of it. Asuryan's shrine is so blessed that Daemons require a very powerful Greater Daemon, on N'kari's level, to even manifest with any degree of stability. His monks and priests are immune to fear since they know the Asuryan's plan for everything including their ultimate fates (kinda sucks upon being inducted into the order when you find out in three months you're going to be raped by ten Warriors of Chaos and your soul will be eaten by Slaanesh, but HEY at least you know it's coming). Finally, High Elves take the name they call themselves (Asur) from his name (with Wood Elves calling themselves Asrai, and Dark Elves being known as Druchii).