My favorite is the Horus Heresy story that implicates the dark secret of the origins of the Grey Knights.
That the founding members are the handful of Traitor Legion marines who stayed loyal in the face of their entire Legions and Primarchs turning traitor around them.
That would mean the Grey Knight's geneseed is a cocktail of individuals like the Death Guard's Garro, the Luna Wolves' Qruze, and others like them.
Beat that one!