The Emperor of Mankind is the closest entity in the Warhammer 40,000 setting to a benevolent god, despite being only the mightiest of men. Unnamed except for his title, he represents the Imperium of Man.
In life, he united the far-flung colonies of Humanity under the banner of the Aquilla during a millenia-long war known as The Great Crusade. However, his beloved son, Horus Lupercal turned to the Ruinous Powers of Chaos in an event known as the Horus Heresy, and slew him. In undeath, his life sustained unnaturally beyond the physical limits by the power of the Golden Throne, he powers a psychic beacon called the Astronomicon.
It is said that when the Emperor dies "for real," he will himself become a Chaos God of Order (yeah, Chaos is wierd like that) called the Starchild, the embodiment of Law and Security balanced by crushing beuraucracy.