Asuryan

Asuryan, the Phoenix King is the leader of the Eldar pantheon and the older brother of Khaine and Vaul.

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 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, 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 of Warhammer Fantasy Battle worship the same gods as the Eldar do, but theirs are all still alive. Their version of Asuryan is not called the Phoenix King, because that title belongs to one of the two rulers of Ulthuan. 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.