Familia Azure is the name of my Warhammer 40k army, and is made up of Witch Hunters, Daemon Hunters, and Space Marines.
The background of Familia Azure is fairly simple. A contingent of Sisters of Battle (with some Space Marines, and a Witch Hunter & Retinue) and a contingent of Grey Knights (also with some Space Marines) were pursuing their missions of "cleansing taint", both unknown to the other, and after the same target.
Upon meeting and realizing that they were after the same goal, the 2 groups combined their forces in order to complete their mission. They worked so well together that they decided to permanently join together.
Familia Azure is unique in that it is the only mixed military group in the Empire. They also are literally a family, intermarrying and having children. Though they will "create" new recruits from Grey Knight or Sisters of Battle (or even Space Marine) gene seed, most of their recruiting is done from within.
Their colors are a very dark, almost black, Royal Blue, with Sky Blue and Pewter Grey. Members who are made Brothers are allowed to wear shoulders Grey with Blue trim, while Marines wear Blue shoulders with Grey Trim. Sisters do not wear Grey on their armor. All members wear the Fleur-de-Lis on their shoulders. Sisters wear silver (gold for veterans), Brothers wear white, and Marines wear black.