Grimdark future can be quite cute, though. These baby primarchs nicely represent their prototypes. Also, it's a good idea to refresh information about each ones' destiny, since Games Workshop is going to revive some of the primarchs soon.
The Primarchs were the 20 genetically-engineered sons of the Emperor of Mankind created in the late 30th Millennium after the end of the Unification Wars. They were intended to be the immortal and superhuman leaders who would command the Emperor's Great Crusade to reunite the scattered human race beneath his leadership. Their genomes later served as the genetic templates from which the Emperor crafted his 20 Space Marine Legions. They were bred to be perfect generals, warriors and statesmen; larger, stronger, faster, and smarter than any normal human could ever hope to be. They possessed a charisma and martial prowess that made them like the mythical gods of old, untouchable by disease, old age or supposedly the petty failings of lesser men. The Primarchs were the Emperor's answer to reclaiming all the lost worlds of Mankind, and welcoming them into his new Imperium. The Emperor intended to raise his sons to be the best military commanders and political leaders Mankind had ever known, and they would bring the Imperial Truth to the rest of the human-settled galaxy in their father's name. Yet for all their gifts the Primarchs were still men, and in the end their very human flaws would become the primary obstacle to the realisation of the Emperor's great dream for Mankind.
Leman Russ of the Space Wolves disappeared into the Eye of Terror. The Space Wolves have a legend that says Russ went on a quest to find a means to cure the Emperor and restore him to full consciousness. His final words before his disappearance indicate that he would return during the Wolftime (the Last Battle between Order and Chaos). It is also said that Leman Russ led the 13th Company of the Space Wolves into the Eye of Terror and ordered them to hunt down the Traitor Legions which had fled into that vast Warp rift, particularly the Thousand Sons, the Space Wolves' most hated adversaries.
Mortarion of the Death Guard became a Daemon Prince of Nurgle.
Rogal Dorn of the Imperial Fists died fighting on the bridge of the Chaos Despoiler-class Battleship Sword of Sacrilege alongside a company of his sons after he led a contingent of Imperial Fists in an attack on the massed armada of the 1st Black Crusade in the late 31st Millennium with a vastly outnumbered force. He had launched the hopeless assault in the hopes of delaying the Chaotic offensive upon the Imperium until reinforcements could arrive. He died long after many of his Loyalist brother Primarchs had already passed on. His skeletal remains, weapons and Power Armour were recovered from the wreck, even as most of the Chaos starship was destroyed during the conflict. Today, Dorn's skeletal fists have been separated from the rest of his remains and are housed in the holiest shrine of the Imperial Fists Chapter onboard their mobile fortress-monastery the Phalanx, preserved in stasis for all time and inscribed with the names of every Imperial Fists Chapter Master to have led the sons of Dorn since his death. Only a Chapter Master has the right to inscribe his name and heraldry upon their sacred bones. At the same time, Dorn's skeletal corpse, without the hands, was also placed by the Imperial Fists within another chapel on the Phalanx, embedded within a block of clear amber that has been contoured to match the body's form.
Corax of the Raven Guard was racked by guilt and shame for what had happened to his Chapter when he had approved the use of heretical genetic manipulation in order to rapidly increase the numbers of the shattered Raven Guard after the Drop Site Massacre. In order to rebuild quickly the strength of his Legion from the Dropsite Massacre on Isstvan V, Corax had ordered the Raven Guard's Apothecaries to accelerate the growth of the Legion's gene-seed organs, producing more Space Marines than the process normally allowed, but these changes also degenerated or mutated the Legion's gene-seed, causing many Raven Guard Neophytes to become hulking, mutant monsters. Riddled with guilt over what he had done, Corax euthanised all of the mutated Astartes and then locked himself away within his sanctum, the Raven's Tower. Exactly one year later he left his tower, haggard and gaunt, and took a small shuttlecraft equipped with a Warp-Drive into the Immaterium with the words, "Never more." Corax's shuttle was last monitored setting a course through the Warp for the Eye of Terror. Corax's final fate remains unknown, though the Astartes of the Raven Guard and its Successor Chapters believe their Primarch still lives.
The Warmaster Horus of the Sons of Horus was killed by the Emperor of Mankind aboard his own battle barge and flagship, the Vengeful Spirit, in orbit above Terra at the end of the Battle of Terra and his soul in the Warp was obliterated by the fully unleashed psychic power of the Emperor's mind. His corpse was later completely destroyed by the Chaos Lord Abaddon the Despoiler, who took Horus' place as the overall leader and Warmaster of the Forces of Chaos and the master of the Black Legion, the former Sons of Horus.
Roboute Guilliman of the Ultramarines was struck down with an envenomed Chaos blade by his brother Primarch Fulgrim. His body is perfectly preserved in a stasis field at the heart of the Temple of Correction on the world of Macragge. It is rumoured that he is still alive and that his wound is slowly healing, something considered physically impossible in a stasis field. The truth of this rumour is unknown but this is seen by many (including the Ultramarines Captain Uriel Ventris) as mere wishful thinking.
Sanguinius of the Blood Angels was slain by Horus on the bridge of his Battle Barge and flagship Vengeful Spirit in orbit above Terra at the end of the Battle of Terra and the siege of the Imperial Palace after refusing to join him and serve the Ruinous Powers of Chaos.
Perturabo of the Iron Warriors was also transformed into a Daemon Prince of Chaos Undivided.
Alpharius of the Alpha Legion was killed by Rogal Dorn. Omegon, who assumed the role of his Brother, was killed by Roboute Guilliman, but the source which reported his death may have been manipulated by one of the Legion's schemes. It is not known if Alpharius or his identical twin brother Omegon was the Primarch killed in the report. Due to the report's unreliability, the surviving twin may actually still live. The Alpha Legion may still be led by one of its Primarchs.
Magnus the Red of the Thousand Sons rose to become a Daemon Prince of Tzeentch and the master of the Planet of the Sorcerers within the Eye of Terror.
Jaghatai Khan of the White Scars disappeared while pursuing Dark Eldar pirates into a Webway portal after they had managed to raid the world of Mundus Planus. There are rumours that he fights there still against the Dark Eldar, lost in the twisting paths of the Webway. After nine thousand years, it seems highly unlikely, but not impossible that Jaghatai Khan still lives.
Lorgar of the Word Bearers served Chaos directly and so was transformed into a Daemon Prince of Chaos Undivided, the master of the Daemon World of Sicarus within the Eye of Terror, an unholy world dedicated to spreading the worship of the Ruinous Powers across the galaxy.
Konrad Curze, also known as Night Haunter, was assassinated by the Callidus Temple Assassin M'Shen. He allowed her infiltration, apparently wanting to die to be freed of the stain on his soul imposed by his own life-long brutality.
Angron of the World Eaters ultimately was transformed into a Daemon Prince of Khorne.
Ferrus Manus of the Iron Hands was killed at the Drop Site Massacre on Istvaan V at the start of the Horus Heresy by Fulgrim of the Emperor's Children who presented his head to Horus.
Fulgrim of the Emperor's Children became a Daemon Prince of Slaanesh.
Vulkan of the Salamanders disappeared. The position of Chapter Master, filled by the Captain of the 1stCompany of the Salamanders ever since, is considered to be a regency as the Salamanders believe that Vulkan will one day return and lead them on a great crusade against Chaos.
Lion El'Jonson of the Dark Angels returned to his homeworld of Caliban only to discover that his friend and second-in command Luther and the Dark Angel garrison left on their homeworld had turned against him and chosen to serve Chaos. He led a strike force of his own Loyalist Dark Angels against the Traitors, who were called the Fallen Angels. He disappeared amongst the inferno as the world was blasted apart by a Warp Storm caused by the Fallen Angels' adherence to Chaos and a powerful bombardment from his ships in orbit. He sleeps deep within the Rock, the biggest remaining piece of Caliban and the current mobile fortress-monastery of the Dark Angels. Only the Emperor and the Watchers in the Dark know of this great secret--a Primarch still lives.