So, I stumbled across My Little Pony: Friendship is Magic a few months ago, and was quickly turned into a brony. I can't explain it, and have stopped trying to.
One of the stages most bronies go through when they hear about MLP:FiM is, "I'll check this out, I might make fun of it or something."
I went through this stage too, and one of the first things that came to mind was, "What would happen if the Imperium stopped by Equestria?" Lots of fun, of course! So, here's the title page of a crossover comic I've been kicking around in my head for a month now.
There are probably a few dozen MLP:FiM and 40K crossovers by now (I know of several off hand), but they all substitute Equestria for the Imperium, with the Space Mareines, the Hogz and so on. That's fun and all, but in this crossover, the Imperium of Man enters the scene, and Equestria will never quite be the same...
I've since become a full fledged member of the herd, so the intentions and plot have changed a bit, but I think both 40K fans and MLP:FiM fans will find something to enjoy.
Of course, in the grim darkness of the far future, everything is grimdark. As heck.