"The scale of the enemy woe machines is almost unimaginable, the sheer cruelty... extraordinary: great flywheels fixed with blades, scissoring jaws, vast wheels designed purely for crushing, insectoid crawlers breathing flame from draconian snouts. They are the mechanisms of an insane torturer made real and magnified to giant proportions. The Imperial Guard is many things, but in the end, it is only flesh and bone and blood, and these... are fashioned simply to strip and rend and break those mortal substances quite utterly."
- – Marshal Blackwood, 757.M41, in his private journal
Not to be confused with "The Engine of Woes", one of the Primarch Vulkan's artifact.
Woe Machines are what happens when you give the forces of Chaos the concept of battlebots and super size it to rival Titans and super-heavies. They were created by Heritor Asphodel during the lovely clusterfuck known as the Sabbat Worlds Crusade.
They were first encountered on Ashek II and to give you how terrifying they were, the local Imperial Guard stationed there and their leader in charge, Marshal Blackwood transmitted urgent pleas to Warmaster Slaydo for Titan reinforcements. And instead of a scene of pure awesomesauce of two giant machines battling out, the Guardsmen being totally out of character for them, was instead traumatized by the machine... what!? We are not making this shit up.
Still later, Asphodel produced several new woe machines from the manufactories of Hive Ferrozoica on Verghast, where the Heritor mobilized the city's entire population to exterminate its neighbor, Vervunhive.
The Woe Machine has not been seen since, despite the potential awesome it would bring. Another machine wasted and mothballed by Chaos again eh? That said, Asphodel made so many of them that the Imperium didn't have the manpower to disarm them all when he was defeated. And a few of them are waking up...
Of course, from the aforementioned blurb, it's possible that "Woe Machine" may in fact be nothing more than a generic term used for Titan-scale Daemon Engines by Imperials who had no idea what they were looking at.
As it turns out, Heritor Asphodel was not the only person able to create Woe Machines. Anarch Sek was able to create them too, although his methods were a hell of a lot more subtle, making them undetectable sleeper agents that could then turn into a daemonic shadowy buzzsaw when given the order. Given how long two of them were hidden in plain sight in Imperial forces, there could be many more out there...