The Primarchs were the 20 genetically-engineered "sons" of the Emperor of Mankind. Created in the closing days of the Unification Wars, they were designed to be the leaders of the Emperor's Great Crusade, a galaxy-spanning campaign to reunite all of humanity under his rule.
Origins
The Primarchs were created in a secret laboratory on Luna, the Emperor's moon base. The project was aided by the Selenar gene-cultists, who provided much of the advanced genetic technology. However, the project was ultimately a creation of the Emperor's own genius.
The Scattering
Before the Primarchs could be united with their legions, the Chaos Gods intervened. The infant Primarchs were scattered across the galaxy, each landing on a different world. The Emperor, though devastated, was not deterred. He began the Great Crusade, knowing that he would eventually find his lost sons.
The Great Crusade
One by one, the Primarchs were rediscovered and reunited with their legions. Each had grown to be a powerful leader in their own right, and their reunion with the Emperor and their legions heralded a new era of progress for the Great Crusade.