The Legion is from the game Warhammer 40k, this concerns their history and formation.
The Legion of the Damned is a name whispered throughout the Imperium, a name synonymous with death and damnation. The history surrounding the formation of this Legion is shrouded in mystery and few understand the truth, and many believe that they are linked with the foul powers.
The Legion was once known as the Fire Hawks, one of the proud and noble Space Marine chapters. In the year of 963 of the current millennium, the Fire Hawks were ordered into the Crows World sub-sector. They were to intervene with Eldar pirates that were raiding the area, drive them away and restore order to the worlds. The entire chapter, traveling with it's mobile space fortress made a warp jump to a system 120 light years from the target and expected to arrive in system within 12 hours. They never arrived. 20 years after the event the entire chapter were declared lost. The huge Bell of Lost Souls rang out one thousand times to honour the lost souls of the battle brothers.
Some time after these events a routine patrol, passing through the Ork held system of Jakor-tal, witnessed massive and unexpected scenes of destruction. No clues were found to discover the identity of the attackers; the incident was reported to high command and passed into the records of the Administratum.
A number of similar incidents occurred in the surrounding region, and these soon got the attention of the Inquisition. Reinforcements were released to the Squadron commanders in the region and routine patrols were increased. The incidents increased in frequency in the following year, until a standard patrol in the Cift system. The patrol ship was just entering the system as an unidentified craft was leaving. Alerted by their close encounter, they performed a close scan of the surrounding area and discovered two cylindrical objects within the projected flight path of the other ship. When these were hauled abord, they turned out to be standard space coffins, bearing no markings or identification.
When these were closely examined on Earth, they were confirmed as belonging to the Absolute, a spacecraft from the vanished Fire Hawk fleet. Inside the coffins were the remains of two Space Marines with unknown Armour colours and insignia, however, the serial numbers of the equipment tallied with that of equipment issued to the Fire Hawk chapter.
The truth was discovered almost a year later, when a besieged Imperial research station received unexpected relief. They were under attack from Ork pirates and their situation looked hopeless. Suddenly, the Orks were attacked from their rear and they were quickly ripped apart by mysterious power amoured figures. Within half an hour, several hundred Orks were dead and the tide of battle turned. The amoured figures vanished as quickly as they had come, however, they left behind several items. Among these was a mighty banner - the huge, war torn flag of the Fire Hawks. Inscribed on it was the motto 'In dedicato imperatum ultra articulo morits' (For the Emperor beyond the point of death). These items were rushed to Earth.
With the data contained within the recorder, the Administratum was able to reveal what had happened to the Fire Hawks. The entire fleet had been caught in a warp storm of terrific intensity. Ship after ship was destroyed in the storm until only one craft remained. They escaped with a daring warp-exit maneuver, and the craft burst out into real space, thousands of light years from Earth, and beyond the psychic light of the Emperor.
The survivors of this numbered only 200. With all gene-seed and their initiates killed, they realized they had no way to continue their chapter. Worse, they released they had changed - their skin began to blacken and blister, flesh began to putrefy. Slowly they began to die. During the time it took them to navigate back to the Imperium, over half their number succumbed to the malady. The ones who survived were driven insane, they longed for death; but they were Marines, the Chosen of the Emperor and they would not give their life without a purpose.
From this the Legion of the Damned was born. Rank and companies were dissolved - all were equal before death. Their Armour was painted black and each Marine decorated their amour with whatever emblems of death they chose.
As the malady takes hold, the victim begins to degenerate and putrefy. Even as his body decays, his spirit grows in supernatural vigor. His strength goes far beyond that of even a normal Marine. Their mind also changes; making them immune to all attacks, fears and warp entities.
The Legion fight wherever the Tarot cards take them, they believe that they are lead by the Emperor, and many believe that they appear too often in the right place in the right time for it to be coincidence. They swoop down on their chosen foe, normally coming to the aid of some Imperial force in trouble, vanishing just as quickly. Although the time draws near when they will be no more, they still have made many valued contributions to various battles.
Source : White Dwarf 99. My Imagination - parts of the story were not written by Games Workshop.