Firsst off The Roman Empire is a very different thing than the Holy Roman Empire. Ultramarines most reflect the Roman Empire in Names and Iconography as well as maintaining a sort of " Pax Romana" in there own sector of space. The Holy Roman Empire was an early version of Germany that was, (according to some famous person) niether Holy nor Roman nor an Empire. It existed in one form or another from the 11th century until the 17th century. It never was a tight political entity at best a loose confederation that had pretensions to greatness under certain powerful monarchs.

The Eldar defy description as they are really a manifestation of a Fantasy Genre.

The Empire as a whole actually bears a striking resemblance to the byzantine Empire. A Theocratic Empire that is powerful but on a long and inevitalbe decline due to corruption and decadence and being harried by younger upstart races and barbarians seeking its destruction.

I have to disagree with those who say the Necrons arnet based on Egyptian mythos. All the symbolism archetecture and Iconography are explicitly egyption. Thier fluff speaks directly to the Egytptian obsession with the afterlife. The thousand Sons also are an explicitly egyptian motif except they follow the magical aspect of ancient Egypt.

The Tau are Communist Chinese + modern Japan except more benign.

As for a few others the Blood Angel certainly have the whole Vamp thing but I think they follow a Renaisance Italian motiff more than any other.

Orks are the Germanic Barbarians of the Late Roman Empire period with the whole might makes right attitude.

Many other Space Marine Chapters borrow various historical motiffs

Imperial Guard do the same thing.