Warhammer 40,000 Roleplay is a series of RPGs set in Games Workshop's Warhammer 40,000 universe. Originally created by Black Industries, then developed by Fantasy Flight Games.
Other related RPG entries set in this universe (that are not strict members of this particular family) are:
Inquisitor, Games Workshop's first WH40k RPG hybrid that expanded small scale tactical skirmish wargaming to include character-driven narrative plotlines. First published in 2001 and standing as a clear predecessor for Dark Heresy with its inquisitorial focus.
Path to Victory, a series of gamebooks that include some set in the WH40k universe. Published by Black Library from 2011 onwards.