Krieg
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Krieg (quite literally German for "war") was once a relatively nice Hive World, a thriving hub of commerce and manufacturing that was home to billions, but that all changed in 433.M40 when the High Autocrat declared their independence from the Imperium of Man. A global civil war broke out and the heretical separatists swiftly exerted dominance over much of the world and its planetary defense network. The loyalist Imperial Guard 83rd regiment under the command of Colonel Jurten staged a coup, taking control of Hive Ferrograd, however they were under siege and no outside aid was coming to help them retake the world. Alone and with orders to retaliate and reclaim the world at all costs, the loyalists fired their atomic rockets into the heretic hives, annihilating them, preventing Krieg from falling to Chaos. This Purging resulted in the surface of Krieg becoming a blasted, uninhabitable Death World, trapped in an eternal nuclear winter; only the underground bunkers and deepest depths of its former hive cities were capable of supporting any kind of life.
The Purge wrought two changes in the psyche of the Kriegers: first, they had a debt to discharge, in order to make up for their Autocrat's heresy, and second, they got very used to digging underground and building bunkers and forts. Thus, the Death Korps of Krieg were born, an army of fatalistic siege-warrior clones. Visually, they are styled after WWI soldiers, with a propensity for trench-digging and hazmat gear. Fierce and callous, the Kriegers vowed to retake their world even if Imperial pencil pushers had already written it off as a loss. The Purge had merely evened the odds. The civil war raged on generation after generation as the loyalist's descendants purged the heretics trench to trench and tunnel by tunnel and after 500 years of warfare Krieg was finally retaken for the Imperium and for Big E.
In 949.M40 Krieg finally rejoined the Imperium with little fanfare. The only ones who really took notice were the Departmento Munitorum, who were annoyed that Krieg had skimped out on its tithe of recruits to the Imperial Guard for the 500 years they had been at war and demanded an entire regiment to make up for it. Krieg sent them twenty regiments, all already equipped and trained, and demanded they be sent to the most dangerous warzones, because war is how Krieg rolls.
On /tg/
For some reason, fa/tg/uys are enamored of the Death Korps of Krieg; there is a minor meme in which urgent shipments are found to have been replaced with Kriegers, who are ready to take orders and, absent any pressing duties, spend their spare time building earthwork fortifications (even in places where earth is nowhere to be found, like starships), based on an actual stereotype about Germans during their vacation in other countries (no seriously). It strays a bit towards nazi wet dreams given the whole /pol/ thing but you didn't read that here.
Also it needs to be said that in current non-jokey 40k canon there is an in universe romance novel about Kriegers titled "My Wish to Produce Children with you is Exceeded Only by my Love for Him."