First Founding

They shall be my finest warriors, these men who give of themselves to me. Like clay I shall mould them, and in the furnace of war forge them. They will be of iron will and steely muscle. In great armour shall I clad them and with the mightiest guns will they be armed. They will be untouched by plague or disease, no sickness will blight them. They will have tactics, strategies and machines so that no foe can best them in battle. They are my bulwark against the Terror. They are the Defenders of Humanity. They are my Space Marines and they shall know no fear.

--The Emperor of Mankind on the creation of the Space Marines

After he conquered Terra, the Emperor of Mankind set out on a Great Crusade to re-unite the lost human colonies into a mighty Imperium. He soon realized that bog-standard humans wouldn't be enough; some situations called for a small number of devastatingly powerful warriors, a surgical strike force to smash enemy linchpins. To fill this role, he created his Primarchs, and from their genes, he created the Legiones Astartes, the twenty Space Marine Legions:

Legion Number	Primarch	Homeworld	Name of the Legion	Allegiance
I	Lion El'Jonson	Caliban	Dark Angels	Loyal
II	+++Records expunged+++
III	Fulgrim	Chemos	Emperor's Children	Traitor
IV	Perturabo	Olympia	Iron Warriors	Traitor
V	Jaghatai Khan	Chogoris/Mundus Planus	White Scars	Loyal
VI	Leman Russ	Fenris	Space Wolves	Loyal
VII	Rogal Dorn	Terra, Inwit	Imperial Fists	Loyal
VIII	Konrad Curze	Nostramo	Night Lords	Traitor
IX	Sanguinius	Baal	Blood Angels	Loyal
X	Ferrus Manus	Medusa	Iron Hands	Loyal
XI	+++Records expunged+++
XII	Angron	Nuceria	World Eaters	Traitor
XIII	Roboute Guilliman	Macragge	Ultramarines	Loyal
XIV	Mortarion	Barbarus	Death Guard	Traitor
XV	Magnus the Red	Prospero	Thousand Sons	Traitor
XVI	Horus	Cthonia	Luna Wolves/Sons of Horus	Traitor
XVII	Lorgar	Colchis	Word Bearers	Traitor
XVIII	Vulkan	Nocturne	Salamanders	Loyal
XIX	Corax	Deliverance	Raven Guard	Loyal
XX	Alpharius Omegon	Unknown	Alpha Legion	It's complicated

Horus Heresy

For all their power, the Space Marines and Primarchs were not perfect; half of them were sufficiently flawed to be tempted by (or driven to) Chaos, led by Warmaster Horus. The traitors were defeated, but at a terrible cost, including the near-death of the God-Emperor of Mankind and trillions of deaths.

Roboute Guilliman decided that the so-called Horus Heresy was proof that one man could not be trusted with power over one-twentieth of the Imperial Armed Forces, so he enacted several reforms to divide the Imperial Army into the Imperial Guard and Navy, and split the remaining loyalist Legions into Chapters, in accordance with his Codex Astartes. This event was later known as the Second Founding.

Two Unknown Legions

In the First Edition of Warhammer 40,000, the twenty First Founding Chapters were all known. It seems that Games Workshop had more love for some than others; when they made fluff revisions in the transition to Second Edition, the Valedictors and Rainbow Warriors were demoted to one of the "Later Foundings."

Nowadays, nothing concrete is known about the Legions II and XI, and likewise their unknown Primarchs. Officially, the Imperium deleted all records regarding the "Lost Legions"; the only reminder of the two legions were empty plinths in the Hegemon at the Imperial Palace. Throughout the Horus Heresy series, it is suggested that the Space Wolves destroyed them for some reason. In the book The First Heretic, when a daemon takes the Word Bearers on a trip back in time to show them the creation of the Primarchs, the Word Bearers dialogue indicates that the XI Legion in particular did something bad enough for the Emperor to lead their purge himself, and that the left-over Marines were folded into the Ultramarines (their Chaplain dismisses it as a rumor, though it is public record that the Ultramarines received a major boost in troops at the time). In the book Fear To Tread, Sanguinius tells Horus that he hasn't revealed the existence of the Red Thirst to the Emperor because he fears that the Blood Angels would receive an empty plinth in the Hegemon as well, indicating that gene-seed flaws may have also been a factor. Deliverance lost has a dialogue between Corax and the Emperor where he asks why only sixteen of his brothers were waiting to meet him if he was the nineteenth Primarch to be found, only for the Emperor to deflect the question; consequently, we can assume that the Legions were purged sometime before Corax's discovery (and were never around for the Horus Heresy). He also forced the remaining Primarchs to swear an oath never to speak of their absent brothers, so whatever they did must have been extraordinarily bad.

The Traitor Legions and Warbands of Chaos
Chaos Legions:	Alpha Legion - Black Legion - Death Guard Emperor's Children - Iron Warriors - Night Lords Thousand Sons - Word Bearers - World Eaters
Legion Offshoots:	Apostles of Contagion - Bloodborn - Broken Aquila Foresworn - Mouldering Claw - Plague Fleet - Prodigal Sons The Consortium - Warband of Subsector Aurelia
Fallen Chapters (Including Judged):	Adharon's Reavers - Blood Gorgons - Company of Misery Corpus Brethren - Crimson Slaughter - Deathmongers Death Shadows - Invocators - Lords of Decay Oracles of Change - Red Corsairs - Shriven The Brazen Beasts - The Flawless Host - The Scourged Skyrar's Dark Wolves - Steel Cobras - Voidrippers
Unknown/ Other:	Apostles of Minthras - Claws of Lorek - Disciples of Destruction Dragon Warriors - Extinction Angels - Hakanor's Reavers - Punishers The Cleaved - The Purge - The Pyre - Sons of Malice - Sons of Vengeance The Reborn - Violators - Warp Ghosts - Bleak Brotherhood