The Avatar of Khaine: dying horribly to make Games Workshop/Black Library's preferred character/faction look awesome.
Khaela Mensha (lit. meaning Bloody Handed) Khaine is the Eldar God of War and Fire and is one of the last living Eldar Gods after the fall of the Eldar, although due to him being trampled on and pushed into realspace when Khorne was busy piledriving baby Slaanesh all over Eldar heaven, he's no longer "alive" in a spiritual sense and is now shattered into a bajillion pieces. These pieces made their way into the Craftworlds, where they can be used to summon the Avatar of Khaine when the time comes. An Avatar is a towering daemonic creature that makes anything it can get its hands on shit bricks. He's also the angriest god of the Eldar Pantheon, and while he can't really contest with the likes of Angron and Doombreed, he probably comes a close.
He used to be really strong, but Games Workshop's authors have taken a liking to murdering Avatars every chance they get.
- Killed hilariously by Marneus Calgar in hand-to-hand combat in the 5th ed "Space Marine" codex (after sweeping through a Devastator and Terminator squad, but still).
- Possessed by a Keeper of Secrets (ohh irony). How is that even possible? It doesn't have a body or soul to possess! (It wasn't "alive" at the time if that helps)
- Trampled by twelve stampeding carnifexes (Ironically Matt Ward gave him a more dignified death).
- Strangled(WTF?)/Neck snapped by Fulgrim. Which doesn't make much since considering it neither breathes nor has bones. Then again, Astartes (and humanity in general) have proven time and again that they can kill anything, all thanks to plot armor brought to you by Games Workshop.
- Killed by the Sanguinor. To be fair, the Sanguinor is (probably) literally Sanguinius reborn sooo... yeah.
- "Put out of his misery" by Lorgar Aurelian (who was at the time considered to be the worst fighter out of all the Primarchs).
- Killed by Gabriel Angelos' 3rd company without the aid of anything heavier than a Dreadnought during the Tartarus Campaign (though video game examples are slightly less ridiculous because it's usually up to the player rather than their plot armor).
- Killed in a break-dancing competition by a Khornate Bloodthirster during the Eldar's incursion on Lorn V (at least this one's non-canon).
- Killed in single combat by Epistolary Anteas of the Blood Ravens during the Kronus Campaign. (Yep, Papa Smurf himself just got outdone by a Librarian.)
- Killed twice by Force Commander Hair Gel's squad during the fighting to pacify the Eldar in subsector Aurelia. Though to be honest, both of these battles are really fucking hard if you don't have a well-managed squad, and nothing short of greater daemons is more than a speedbump for Tarkus or Cyrus.
- Killed by Phoenix Lord Maugan Ra while he was crafting his weapon, the Maugentar. Yes, this means that even the ELDAR have killed one once.
 The story of the single angriest Eldar entity ever
Long ago when the Eldar were the most powerful race in the universe and they haven't raped the entire universe yet, Khaine heard from Lileath, a prophetic chick of the Eldar parthenon, that the Eldar will one day kill him. So Khaine decided to murder every last one of the pansies to ensure that never happens. However Isha, the mother of the Eldar, cried for the Eldar race because no sane mother would want her own children butchered to death by a maniacal god of war.
Then Asuryan, the Phoenix King, intervened and decided to spare the Eldar from being killed by Khaine, and Isha from having to see it, by creating a barrier to separate mortals from gods for all eternity, ensuring the mortal Eldar would never have the chance to kill Khaine, nor would Khaine get the ability to go down to the mortal realm and kill all of the Eldar. This worked for Khaine, but not so well for Isha.
Isha missed talking to her children and so cheated through the whole barrier deal by having Vaul the Artificer (The best craftsman of the Eldar gods) make spirit stones to communicate with them. Khaine however, discovered this, and cried foul on Isha and her husband Kurnous. Asuryan, not wanting to look like a biased dick, told Khaine that he could do whatever he wanted with the two, which equated to eternal torture at the hands of Khaine. Vaul got pissed at this and bargained with Khaine that he would make a hundred of his finest swords in a year in exchange for Isha and Kurnous' release, which he agreed to.
However, because Vaul decided to jerk off on the last day rather than work, he couldn't make the last sword in time and instead tried to trick Khaine out of the deal by putting one normal sword in the bunch of 99 epic swords he made, thinking that with Khaine's short attention span and his inability to count beyond 10, he won't notice and just accept the fuckheug pile of swords as is. He however didn't count on Khaine to be a total mathfag/detailfag whenever he's weaponwhoring and so Khaine got almighty pissed over this and fucked over Vaul by beating the shit out of him and subsequently chained to him an anvil when he discovered the single normal sword amongst the bunch. Yeah, a lot of people reeeaaallly love to screw with Khaine, too bad the guy has a terrible sense of humor.
Then he murdered Eldanesh, an Eldar champion, in an unspecified incident that had Asurya condemn him to have blood eternally drip from his hands to remind him of his crime, which also earned him the title "Khaela Mensha".
Then, when Slaanesh was born because of the Eldar's planetary system-wide orgies, Khaine tried to fight the newly-born god and managed to fight Slaanesh despite the herm having the power of the other gods in the pantheon and countless Eldar souls. After lord knows how long he was beaten and about to be devoured, but then Khorne came out and challenged Slaanesh to a battle, as he claimed that Khaine was his property and so Slaanesh had no right to eat him. Needless to say, Slaanesh lost. While Khorne was busy piledriving and backbreaking Slaanesh into oblivion, Khaine was in the middle of this and got shattered into a million pieces, presumably because Khorne left his axe back at his Brass Citadel and Khaine was the only available melee weapon at the time, or maybe he made a fine object to drop Slaanesh on over and over again. The rest is history.
So in the end, Lileath's prophesy did come true in a sense. The Eldar were responsible for the birth of Slaanesh, which sort of killed him, but not totally because technically he is still "alive", it's just that he's not up and about anymore like Cegorach and Isha, but has to live with the fact that he, the Eldar god of war,
got beaten and raped by a hermaphrodite for a God is probably a fate worse than death Khorne's intervention caused Khaine to shatter into little bits, which considering that he was in the middle of fighting Slaanesh seems perfectly acceptable. Either way,it was either Just As Planned by Tzeentch who was the only Chaos God who didn't directly intervene during the fall of the Eldar, or Cegorach because that hilarious son of a bitch just HAD to do it for all what Khaine's done in Eldar heaven before he slipped back into the Webway. Hell, for all we know, the two could have orchestrated the entire fall of the Eldar just to be the only 2 entities who managed to successfully screw with Khaine and get away with it.
 The Avatar of Khaine
The Avatar of Khaine is a unique Eldar daemon unit. The Avatar is basically, a small fragment of Khaine's power given form (although small is very relative; an Avatar is about as powerful as a Greater Daemon of Chaos.) through one of his fragments present in a Craftworld.
The Eldar will only summon the Avatar into battle under the most dire of circumstances where there is no other choice. This is because in order to summon the Avatar, the Eldar must sacrifice one of their Exarchs, known as the "Young King", in order to bring him into existence, which only lasts for a limited amount of time. Much like any daemon, after some time, the Avatar will eventually degenerate and disappear, taking the sacrificed Exarch with it.
On the tabletop, this thing has gone from having its stats rolled randomly to being a dedicated melee monstrous creature which has the notable ability of immunity to flamer and melta weapons, because Khaine is also the Eldar god of fire. Although there are multiple Avatars, since each Craftworld only has one, it's considered a special character. In the current codex, it's mostly overshadowed by other HQs due to its cost.
 The Sword of Khaine
In Warhammer Fantasy Khaine also exists, primarily as the lead God of the Dark Elves and as a lesser God of the High Elves. In addition, he left one of his swords behind on the Warhammer world in the Shrine of Khaine. Long ago, when the Old Ones left and Daemons were overrunning the world, Aenarion, the first Phoenix King of the High Elves (as well as the father of the king of the Dark Elves) took up the Sword to help fight off the Daemons. He used it to kick so much ass he eventually drove the Daemons back. During the final battle against the Daemons, while his best bud created a Vortex to syphon off the extra magic and keep the Daemons from manifesting properly, he used the sword to fight and kill all four Greater Daemons all on his own. Suck it Marneus. Aenarion then stuck it in the ground on the Blighted Isle, where it remains to this day.