Sanguinius
Sanguinius is the Primarch of the Blood Angels chapter. He was notable for the Angel-like wings that mutated out of his back during his childhood on his home planet Baal, which are now emulated on Blood Angel jump packs.
Though not first in favor among the Emprah's primarchs (that position belonged to Horus, pre-heresy), he was first in power. Of the canonical Space Marines, his chapter is the most batshit-loyal to the Emperor. He also breaks Bloodthister spines over his knee, and doesn't afraid of anything.
He is dead. Oh boy is he ever dead. When the Emperor went with his forces to defeat Horus during the final hours of the Heresy, Sanguinius got sequestered from the greater force and was forced to fight Horus alone. Though Sanguinius was the most powerful of the primarchs, Horus had received the backing of all four chaos gods, and so he slew Sanguinius so hard it mind-fucked his entire chapter. Nowadays, all Blood Angels have to cope with the Red Thirst. Succumbing to the Thirst leads to the Black Rage (see Angry Marines). Though Sanguinius lost to Horus, it is agreed upon that the Emperor would not have been able to best Horus were it not for the chink that Sanguinius put in Horus' armor.
In short, if Horus is Lucifer and The Emprah is God, then Sanguinius is Jesus.
Sanguinius died for your sins.