Primarchs

The Primarchs are the twenty genetically-engineered sons of the Emperor. Each one of them was give their own Space Marine legion based on their own genome to lead during the Great Crusade. However, shortly after they were born, the Chaos Gods scattered them across the galaxy, and they had to be found once more. As each Primarch was discovered, it quickly became apparent that not all of them got along, and some were only barely able to get along with each other. This friction helped precipitate the Horus Heresy, when Horus Lupercal lead half of the Primarchs and Imperial armies against the Emperor. The divide between the Loyalists and Traitors persists to this day.

It is speculated that the Primarchs are more than just genetically-engineered superhumans; due to the nature of souls and the incredible power that each Primarch demonstrates, many believe that each Primarch's soul is enhanced by either by fragments of the Emperor's own power, or possibly from the power he took from the warp at Molech. This is likely why the Chaos Gods kidnapped them and attempted to claim them as their own.

Most of the Loyalist primarchs are either (officially) dead or missing, with only Guilliman's whereabouts known but stuck in stasis. The Traitors who have known to have survived the Heresy are currently Daemon Princes.

The Missing Primarchs
The two missing Primarchs out of the original twenty have had the records of themselves and their legions completely expunged. The reason for this is unknown, but Leman Russ had mentioned that Space Marine legions had fought one another before the Heresy, implying that he knew of their fate. Whatever became of them had occurred before Corvus Corax had been discovered, with the remaining brothers sworn to secrecy to never mention them again. The Emperor simply tells Kitten "We don't talk about them" when asked about them. Wamuudes is shown to have memory of the lost primarchs, numbering the 3rd and the 19th at number 19 and 9 respectively on his list of primarchs ranked, though he does not give any details of their existence beyond stating that the 19th was "significantly more respectable and substantially-sized" than Lorgar.