I'm a big fan of the 40k lore, and I build and paint miniatures, and I'm somewhat less interested in the tabletop game (although I do play it occasionally).
The depth and breadth of the lore just blows my mind, though. It's like "Star Wars"-levels of intricate but it's not a part of the pop-culture consciousness to nearly the same degree.
Space Marine is a fantastic game, and I wish it would get a sequel. Some other winners are Dawn of War 1 and 2 (if you like real-time strategy games), Regicide (if you like chess, or especially Battle Chess
), and Mechanicus (if you like XCOM).
As I think about it, I was going to make a separate thread for this but I might as well post it here.
There's a really fun mobile game for iPhone/Android called "Freeblade", where you play as an Imperial Knight and stomp around and kill Orks by the hundreds and blow stuff up. It lets you customize your own Knight and kit it out with different weapons, custom paint schemes and decals, all kinds of stuff. I got totally addicted to the game and dumped an unhealthy number of hours into it, and then I got the crazy idea to build my in-game Knight in real life.
So I did it.
The in-game model is actually very accurate to the miniature's sculpt, so I went out of my way to color match the miniature to the game as closely as possible, including individual pipes and hoses in the superstructure, the patterns on the banner fringe, and the colors of weapon lenses. I had to make a couple of concessions because the pieces were too tiny or tucked away where my paint brush couldn't reach, or the in-game model didn't quite match up to the miniature, and I couldn't match up the decals because I had to work with what came with the model kit, but other than that it's a very accurate recreation of my in-game Knight. I even threw in the game's multicolored purity seals as an "easter egg".