So remember how the Age of Redemption had all that crusading and whatnot going on? As predicted (by rational people), this ended up being a bad idea. Basically, it was "Shit Falling Apart: Imperial Edition," as xenos took back everything they had lost (and more), Chaos cultists started rebelling like crazy, and the High Lords of Terra imposed ever-stricter rules to stave off total collapse, including turning over whole systems to Space Marine Chapters for direct governance.
And if that sounds bad, well... it's called the Waning, what the hell did you expect?
In a surprising case of subverted expectations the Waning actually saw general growth of the Imperium's territory, with few major losses (like the Gothic War and the Macharian Heresy) and several major expansions recorded during this period. The Imperium would as an entity continue to expand until by the 41st Millenium, it was described as being at its greatest territorial extent ever. This leaves the Waning as a rather perplexingly named period of time. It only really makes sense if it was named after the Time of Ending became a thing. (Perhaps including some overlap with the ToE's early period, due to all the chaos it involved).
One of the many, many, many topics the rulebook mentions in passing but doesn't give much detail on, the Redemption Crusades were an era where five great warriors, one in each Segmentum, appear and launch a crusade. These crusades restore hundreds (maybe even thousands) of worlds to Imperial rule, extending Imperial borders to the greatest they've been in 500 years during the middle of the Age of Redemption. The rulebook actually compares the heroes to the "Primarchs of old."
And then they all disappear without a trace. This leads Ecclesiarch Inovian III to immediately declare them all "saints returned to the Emperor's side."
Also called the 12th Black Crusade, Failbaddon launched a massive invasion of the Gothic Sector, largely to capture a couple Blackstone Fortresses. Long story short: Chaos nicked a couple artefacts and Exterminatus'd several planets, the Eldar and Imperium allied to kick the shit out of them, and Abadabbadoo gets away with two Blackstone Fortresses, setting up the basic plotline for the Gathering Storm.
This Black Crusade in particular is famous as the setting for Battlefleet Gothic.
Lord Solar Macharius, a tactical genius that puts Creed to shame, reconquers over one thousand worlds, thereby pushing the boundaries of Imperial space the farthest they had been since the Great Crusade - in only seven years. Yeah, Macharius is pretty boss. He even has his own super-heavy tank! The guy is basically the reincarnation of Alexander the Great. Right up to the him dying and everything falling apart due to ambitious generals part.
When Macharius died, it was sad for most of the Imperium but utterly disastrous for his territories as his former generals immediately began bickering among themselves over who got to take his place. They collapsed into insurgency, civil war, and other general nastiness. It took seventy years and multiple Space Marine Chapters to end. At least they kept their gains unified in the end, which is more than what can be said for the Greeks.