Sorcerers of Khorne
Khorne does not allow sorcerers to serve him so the idea of Sorcerers of Khorne is heretical even to Chaos. It's Double Heresy, unholy shit. Yet here we are and here you will RAGE.
The Petition
The God of Blood, Progenitor and Inheritor of All Rage, had watched this petitioner for his audience climb the mountain of skulls and best his daemon in honorable combat before prostrating himself before the Skull Throne.
"Speak, warrior," Khorne said, "For you have earned it."
"Uh, yeah," The warrior began, slightly unsure, "I was sort of wondering why we can't have sorcerers is all."
"Because!" Khorne bellowed, "Sorcerers fight from afar like Skaven cowards!"
"Well, okay, so ya know our battle cry of 'Maim, kill, burn'? Yeah, we don't do a lot of burnin' I notice so what if sorceror could set our weapons or our fists on fire or something so we can burn while we maim. That'd be pretty awesome."
Khorne leaned back against his throne and gave this suggestion due consideration.
"Oh, and they should breathe fire too!"
A firing squad lined up outside the town, rifles at ready to defend these citizens of the Empire. Beastmen, mutants and worst charged at them like mad orcs. They knew if they but held the line and kept up the rate of fire this town would be saved.
The captain raised his hand to signal the first volley of fire when he spotted something a little odd. Walking almost calmly amongst the charging horde was a man wearing the lower remains of a tattered robe and an axe with an overly long handle almost like a staff.
What's this, some foul sorcerer of Chaos? The symbol of Khorne was emblazoned on his axe and on his bare muscled chest and Khorne allowed no sorcerers. It was impossible. But foul powers circle around him as he raised his overly long axe like a staff and shouted in plain Riekspiel so all could hear.
"Maim! Kill! BURN!!!"
Without final incantation, the weapons of the enemy was set ablaze with sorcerous fire as red as blood. The captain shouted for them to fire, but the haze of the flame and other foul magics made it so not many shots hit.
Soon the enemy with their weapons of chaos fire was upon them, slaughtering them. The last thing the captain saw was the Sorcerer of Khorne, a ball of red fire emerging from his mouth and the roar of a dragon.
That day the town burned, their flaming skulls piled high in presentation to the Skull Throne. Khorne was pleased.
A Very Different Take
There was a Sorcerer in the World Eaters Warband in Dawn of War: Winter Assault. This is one of the rare breaches that was considered Goto level.