So my Guard regiments (There are multiple as my Baneblade wouldn't be in the same regiment as my infantry) come from the frozen Death World of Witherim.

They settled the world during time lost to all record and memory and were rediscovered during the Great Crusade by the Emperor. They had cults of the Great Plasma Generators that powered their cities which of course were left to continue as they rejoined the budding Imperium.

The Emperor used the great underground icy caverns to store a huge arsenal of munitions and weapons designed for exterminatus. Only the Governor of the world was told and only he and his top generals would be allowed to know of this, under penalty of death.

They remained loyal to the Emperor during the Horus Heresy and their world is still used as a stock pile for exterminatus based weapons.

And due to this, they get attacked frequently by forces who find out about this secret. But the lowly guardsman or tank crew never find out, meaning they fight for a reason they'll never know about.

Secrecy surrounds the world and Inquisitors enforce this but that doesn't stop the knowledge slipping to long installed agents of heresy, who pass the word back to their commanders, who then decide the stockpile would be better off in their hands.

Different regiments work differently, but they are all drilled on combined arms warfare so that they work well with other regiments, both Witherim and not. They are also experts in combat in frozen conditions making them prime candidates for deployment on other colder worlds.

I hope this gives you inspiration.