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 space is filled by the Thunderbolt Fighter along with them not being very good in an atmosphere.
In the fluff it is considered one of the tougher fighters while many outmaneuver it the Fury can keep fighting long past the other fighters damage. 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.