The Fury Interceptor is the main starfighter of the Imperial Navy. Aside from Battlefleet Gothic, you will not see them on the tabletop as the role they fill in atmosphere is filled by the Thunderbolt Fighter along with them being optimised for spaceflight..
The term: "Fury Interceptor" actually covers a rather wide classification of different starfighter and many sectors produce their own variant, though it role and overall design remains broadly the same. A relatively "standard" Fury comes equipped with two long barreled lascannon banks (five lascannons linked together for rapid fire), a pintle mounted twin lascannon in the nose, and an array of void missiles.
Furies are considered one of the tougher fighters; though many outmaneuver it, they can keep fighting long after other fighters pass their damage threshold. Typically a Wing of Fury's will consist of 15 to twenty fighters. They are also fucking huge, you won't find any of Star Wars' tiny fighters here but instead 50+ meter behemoths. Then again they are also extremely long and slender and not in the same bulk as a Thunderhawk, seriously a Leman Russ Battle Tank is taller than this thing, so it could be said that its length might be due to the internal engines taking up half the space.
The Fury is mainly used as either an escort for the Starhawk Bomber, or as a screen against enemy bombers and torpedoes.
The Fury can hold a crew of up to five in relative comfort although those typically are only on long range missions and not on short range interceptions.
Battlefleet Gothic Armada
In Battlefleet Gothic: Armada, the Fury Interceptors are the prime fighters for the Imperial Navy. The prime job of an Interceptor is to destroy any incoming torpedoes and protect the ship from enemy bombers. Fury Interceptors usually fly close to their parent ship in an effort to repel any potential boarding craft if the point defense from the ship proves either ineffective or destroyed.
Fury Interceptors are considered the 'average' star fighter in Battlefleet Gothic Armada, better than the Orks but worse than the Eldar since you know....anything you do the damned elves does a bucket load better in a single engagement than you can in your entire career.