A minor Xenos race detailed in Xenology, the Umbra are basically black 8-ball creatures with the ability to manipulate darkness & shadow as a weapon, even forming teeth and blades out of the dark spots in your eyes to chew your brain out from the inside.
They are about the only thing that the standard imperial guard flash light is a legitimate threat to since they are vulnerable to light. They can be killed by herding them into a corner with regular torchlight and leaving them with nowhere to escape to.
When Umbra die they psychically scream a painful series of images into the brains of anyone nearby; including a humanoid figure splintering apart, a warp storm, deep space, and the word "LINGER".
They instinctively collect around warp engines and entrances to the webway. It is believed the Umbra we see are three-dimensional cross-sections of multi-dimensional beings and the fact that we only see an 8-ball is because our minds cannot stretch far enough to visualize them properly.
Apparently they are shards of the Hrud god: Qah (he who LINGERS), and was broken into tiny bits and cast into the material realm by Slaanesh when they were born and that they congregate around access points to the warp aching to return home (and presumably coalesce).
Note: may or may not be the haemonculus in the flask from FMA. Or Leliel from Evangelion for that matter, a spheric multidimensional being which project a tridimensional 'shadow'.