It was also the nickname of the Portuguese Empire, the first global empire, which moved its capital to Brazil after getting Napoleoned...and weirdly ties into the whole "Unremembered Empire" business, in which Roboute Guilliman decided to use Ultramar as the nucleus of an "Imperium Secundus" in case the whole Horus Heresy triggering WORST ENDING.
So, when the Emperor of Mankind finally found Roboute Guilliman, he had been ruling as Lord of Macragge for some five years, and had established an alliance of mutual aid with eight other star systems. After the Emperor made Guilliman Commander of the Ultramarines, the worlds allied with Macragge reoriented themselves to providing food, munitions, and recruits to the Ultramarines Legion. While they only support a Chapter now, the alliance remained, and the worlds formed the realm of Ultramar.
What makes Ultramar notable is that by M41, it is a model of self-reliance, justice, and stability in the otherwise rotting Imperium of Man. Most people (such as he who shall not be named) say that it is a testament to Guilliman's ideals, a closer examination reveals more believable reasons:
Martial society: Lacking the Hive and Death World so common among Space Marine homeworlds, the worlds of Ultramar have developed a highly industrious warrior society who looks down on those who cannot pull their weight. This would disqualify most nobles who absorb resources without providing anything for the masses. The people of Ultramar are indoctrinated into taking pride in their work for the betterment of the Imperium
Social mobility: The worlds of Ultramar lack the Hives so common in many planets, and there is little population discontent. Space Marines place value on competence, and the Ultramarines are no different. People do not gain a position of power unless they can show genuine leadership.
Minimal Imperial presence: The Imperium of Man is quite frankly a horrible place to live, with the Administratum, the Adeptus Arbites, the Inquisition, and the Ecclesiarchy basically running things to the ground, in other words the Administratum won't screw up Ultramar with any filing errors, the Arbites and the Inquisition won't be Ultrabarging into people's homes and taking them away for "interrogation" and the Ecclesiarchy won't be the corrupt church that makes use of the extreme ignorance of the people while being highly hypocritical and counterproductive. However, because Ultramar provides for the Ultramarines, the Imperium classifies the worlds as free of Imperial tithes. And despite setting up the High Lords of Terra, Guilliman was firm on maintaining that the Space Marines answered to the Emperor, and the Emperor alone. As such, like other Space Marine homeworlds, the presence of the Adeptus Terra is quite limited in Ultramar and squarely subordinate to the Ultramarines.
Worlds of Ultramar
- Macragge, capital and homeworld of the Ultramarines.
- Talassar, an ocean-world.
- Tarentus, a desert-world with cities encased in domes to provide produce.
- Konor, a research world given to the Adeptus Mechanicus.
- Espandor, a cardinal world given to the Ecclesiarchy.
- Mali, an agri-world.
- Quintarn, an agri-world.
- Calth, a cavern-world where the population lives underground. Used to be a civilised world which threatened to overturn Macragge as the Capital of Ultramar, before the Word Bearers fucked over the planet and poisoned its star.
- Talasa Prime, an Inquisitorial fortress
- Iax, agri-world.
- Parmenio, a training-world.
- Prandium, Nom by the Nids, used to be a pretty nice planet dubbed "the Jewel of Ultramar"(hint: Prandium is Latin for Lunch).
- Armatura, a war-world which supplied the Ultramarines Legion with recruits and repaired damaged warships. Purged by the Shadow Crusade, now a dead world.
- Nuceria, a "civilized" world with the dubious honor of being the homeworld of Angron (and in extension, the World Eaters). Now a dead world after Angron purged it of all life.
- Sotha, an agri-world in the age of the Great Crusade and later homeworld of the Scythes of the Emperor. Eventually overtaken by the Tyranids.
There used to be a metric fuck ton of others (Ultramar was once known as the 500 Worlds of Ultramar), but presumably the Shadow Crusade fucked them over (Most of them were handed over to Ultramarine Successor Chapters).
It also got OM NOM NOM'd once. Aside from that, Ultramar may actually be one of the best places to live in the Imperium for your average dude aside from very few exceptions (or we just need to put Sandy Mitchell in charge of creating more worlds through Ciaphas Cain's novels).