Thunder Warriors
The Thunder Warriors were the first soldiers of the man who eventually became the Emperor of Mankind. In many ways, they were the precursors to the Space Marines.
They were formed toward the end of the Age of Strife, when the Emperor judged that it was the right time to make his presence known. He needed some advantage over the warlords, barbarians, and other would-be world rulers, and so he created twenty regiments of genetically enhanced soldiers wearing simple powered armor. Because the Emperor's symbol at the time was a thunderbolt, and this symbol was prominently displayed on the chestplate of the armor, the armor came to be known as Thunder Armor and the warriors who wore said armor were called Thunder Warriors.
The Thunder Warriors were devastatingly effective and quickly became icons of the Emperor's armies; just the threat of the Thunder Warriors' arrival could convince a warlord to surrender, and those who refused quickly learned that the Thunder Warriors' reputation was not exaggerated. According to the fluff, they were even more physically powerful and ruthless than the Space Marines. Even more so than the Custodes.
And yet, for all their successes, the Thunder Warriors were not perfect; because the Emperor was busy running the Unification Wars, fending off attacks from his neighboring warlords, and lacking the resources and expertise of Mars, he and the few scientists he had working for him were forced to cut corners, and so the Thunder Warriors were all unstable in one way or another. None of them could be counted on to last long, as either their minds or bodies gave out at unpredictable intervals, and there wasn't yet the technology available to give them a lifespan longer than the average human's. This was suitable for fighting the barbarian human armies of the Age of Strife, but not for the long, star-spanning campaign of the Great Crusade that the Emperor set as his next goal, so as soon as he had enough territory to set up a secure laboratory and enough scientists to man it, he set to work on the next generation of warriors: the Primarchs. Some of their defects were intentional, as the harsh conditions of Terra meant they were were psychopaths that the Emperor did not want to use forever. They were not what he envisioned as the defenders of humanity, so he saw no great loss in giving them an expiration date and quietly slaughtered the few remaining once Tera was firmly in his hands. Ironically, if He had made a few more regiments, or at least kept the survivors, He may well have defeated the Machine Cult on Mars (who are behind everything and needed to die) and all the grimdark the Imperium now deals with would be at a minimum instead of up to eleven. Hind sight is twenty-twenty.
A couple of them managed to escape the cull and steal a Progenitor gland to extend their lifespans, and went into hiding on Terra. The questions of whether they're ever going to show up again or what exactly they were doing during the Horus Heresy are currently left up to people who care about them even less than the Emperor did. Or you can read The Outcast Dead, which won't give you any new information on what they're up to (it's their only appearance as actual characters, and it's the one in which they steal the Progenitor gland and then disappear into an ambiguous ending) but will give you a very solid look at what they're about.
Arik Taranis
The first badass grandaddy of all Space Marines and Thunder Warriors who would make girlyman and Dante envious for his existence. He was known to win lots and lots of battles for the Emperor, survive countless of suicidal battle that even countless of thunder warriors (who are stronger than space marines) would die, especially the last battle where Arik barely made to the victory with his comrade. The Emperor, knowing the Thunder Warrior's limited lifespan would not serve any good for his future conquest, decided to abandoned the thunder warriors by arrange an utter betrayal with Arik that would made Horus looks like a saint. As a result, Arik was forced to kill all his remain comrade that had survived the final battle with him while made it all looks like Arik and the Thunder Warriors were honorably slained during the last battle on paper. Despite the betrayal, Arik had no sense of hatred towards the emperor, for he knew that Thunder Warriors only serve as an impediment to their future cousins.
Anyway, Arik would later hide among Terra's population with his large, obvious body and become the Kingpin of Terra. Started out as a gangster, gang raping his way with his only Thunder Warriors buddy Ghota (who, as described in The Outcast Dead, is an overgrown, cantankerous motherfucker with eyes like the rage zombies from 28 Days Later, apparently a side effect of the Thunder Warriors' painful physical degradation) to the top. When he becomes the Godfather of Terra, he controls over Drug, bitches, gambling, weapons even toilets like the pimping swag he is. He would control criminals and heretics, making Adeptus Arbites rage quit because they can't handle Arik's swag reputations and badasdery.
Fortunes comes to him when he found a secret star buried within Terra. This would help him very much in order to genetic modified and increase his life span with the science knowledge he got from the Emperor, but still not enough until the heresy came.
The Outcast Dead incident
When heresy came, Arik managed to get a copy of Progenoid Glands from one of the outcast dead space marines. He managed to extract the necessary information from the gland and plant in in him and Ghota's body. Since GW never expanded their storyline, we can assume that either they have successfully outlive the emperor and become more pimping and swag than the dark eldars, or that the experiment result them into a chaos mutants (the outcast dead were a group of traitor legions space marine afterall), where they might planning to bring down the Emperor deep within the heart of Terra.
Encounter with the War Hounds
During the Great Crusade, there was a prison break where a group of renegade thunder warriors has broke free of the asteroid prison on Cerberus. The Emperor did not like that and sent an army of War Hounds, who would become the World Eaters, to crash their prison buttsecks party. Having bored themselves with maiming and killing prisoners not worthy of their challenge, they found themselves some Thunder Warriors grouping up in a defensive position. Instead of just showering bullets on the surviving Warriors like a more sensible less manly Legion might have, the War Hounds rushed in and engaged them in close combat. But Thunder Warriors are basically mini-Primarchs without the immortality, and they were able to claim 4 to 5 Marine kills in melee for each Warrior. After 5 hours of carnage and RAEG of old vs. new, some Marines in orbit got bored and decided to join the party, but the party was already done and left nothing but Thunder Warrior corpses, lots of War Hound corpses, and a lot and lots of blood.