They've been pumping away at this stuff for decades, and they've had a dedicated following...but it's only recently that they've had a proper roleplaying game within in the setting.
I never really got into the setting as well as I could have because I didn't want to paint up hundred of figures just to get into a game. I liked Necromunda, and I had a couple of teams for that game...it came close to role-playing, but with a story guided by the exploits of a small team...the scope didn't cover the breadth of the Warhammer 40k universe though, and the other races simply weren't represented (not in the same way that Mordheim allowed teams in the fantasy equivalent). Then we had Inquisitor, a curious game focused on the exploits of long Inquisitors and their entourages of lackeys, cybernetically implanted slaves and flagellants. This was a lot closer to what I was after in a role-playing game because it allowed a wider range of exploration. I even generated up a few hacks to play other races using this system. I never got the chance to play them though.
But with Dark Heresy, Rogue Trader and now DeathWatch we're getting the chance to really delve into the rich mythology of the setting. I haven't actually opened up one of the books and started reading, but they seem to be keeping the fanboys happy, and I haven't heard much bad about them in the reviews I've read.
But now I look at the Deathwatch Collector's edition. If I had the money, I'd drop it in a heartbeat for this sucker. Solid metal case, parchment pages within, each copy printed with dedicated lines for it's prospective owner. A true gaming artefact that sets the tone for the product within.
Great marketing ploy.
I'm wondering if I could do something similar with a product of my own....sculpt up some bas-relief forms...use moulds to cold-cast metallic front and back plates with a hinged spine...use this to encase a gaming tome of some type. It would certainly be a step in a different direction to the pdf market, providing a uniquely crafted artefact in exchange for the money dropped by the consumer. Might be worth exploring.