When the forces of the Imperium must confront the denizens of the Warp, the daemon, or the worshipper of Chaos, none is more powerful, none is more necessary in properly combatting that threat than the Grey Knights.  While they are organized as a Chapter of Space Marines, they are in fact part of the Chamber Militant of the Inquisition.  Much of the Imperium views the Grey Knights as myth and legend, in no small part due to the Inquisition's policies of mind-wiping any Astartes that come in contact with the Grey Knights, as well as summarily executing any Imperial Guard that may have been 'contaminated' by close contact with the Grey Knight's prey, the Daemon.