Brother-Captain
Among the Space Marines, the highest ranking officer in a Company is a Brother-Captain, who is commander of the company.
Legions
Among the Legiones Astartes, Brother-Captain was not confined to Company commanders, but also to special squad commanders. For example, the Luna Wolves/Sons of Horus First Company maintained two special Terminator squads, the Justaerin and the Catulan Reavers, under the command of Falkus Kibre and Kalus Ekaddon, who were lauded and celebrated heroes of the XVI Legion, but still had to answer to Garviel Loken, who was a full Company Captain.
Chapters
After the publication of the Codex Astartes and the breaking of the Legions into Chapters, Brother-Captains were confined to Company commanders. Each Captain was given an aspect of command over the Chapter. For example, in Codex-complaint chapters, the Captain of the Fourth Company is the Master of the Fleet, and the Captain of the Tenth Company is Master of Recruits.
First Captain
The senior most of the Captains is the First Captain, who is Captain of the First Company. In the time of the Legions, the First Captain was generally considered the very best warrior of the Legion after his Primarch. In "modern" Chapters, the First Captain commands the veterans of the Chapter, and serves as the immediate second-in-command to the Chapter Master. In a few Chapters, such as the Salamanders and the Crimson Fists, the Chapter Master is also the First Captain.
I Can't Believe It's Not A Captain™
Some Chapters use different names for their Captains. For instance:
- Dark Angels - "Company Master"
- Space Wolves - "Wolf Lord"
- Red Scorpions - "Commander"
- Black Templars - "Marshal" or "Castellan"
- Raven Guard - "Shadow Captain"
- Excoriators - "Corpus-Captain"
- Iron Hands - "Clan-Commander"
- Blood Ravens - "Force Commander"
Tabletop
In Warhammer 40,000, Captains are sold to be customizable for the player to have the Captain serve whoever they want. However, it's overly expensive for something so fairly useless in its primary purposes: fighting and dueling. If you're going to use a Captain, use a Special Character.