So hey,
after browsing through the new Eldar Codex and noticing some peculiarities (like how Kurnous is not mentioned in the official list of gods, but is later mentioned in a couple of other places) I started thinking about the background in general and noticing that quite a few things have tangible roots in our cultural background. So I thought that we might get the definite thread for that kind of stuff where everyone can share what they've managed to find.
So, allow me to start off:
The Emperor - is quite obviously based on Jesus Christ - I mean, he strives to unite all the peoples on earth, is considered divine, has (practically) died because he was betrayed by one of his disciples and there is a cult based around him
The primarchs - the Apostles, with the difference being that there are twenty of them as opposed to the biblical twelve, but even then I think there are many similarities - they are the chosen among men, specifically meant to be leaders of "lesser" men (in 40k literally lesser, as they are physically smaller, in the Bible more like "not as enlightened")
Astartes Legions - Roman Legions perhaps, even in the artwork they are highly reminiscent of the Romans (not to mention the symbol of the aquila)
Horus Heresy - Lucifer falling from heaven, taking a lot of angels with him
Aaaand there's some of the more contemporary culture - Imperial Sentinels look literally like Star Wars' AT-STs, the Mechanicum remind me of the Dune series, there was also a technology-hoarding faction there
The Fall of the Eldar - highly reminiscent of the biblical Fall of Man - changes the face of the world, brought about due to physical corruption, decadence; some escape it on great ships (Craftworlds - Noah's Ark)
Eldar pantheon - Isha-Morai-Heg-Lileath as the common mother-crone-maiden motif; Asuryan-Khaine-Vaul as the father-warrior-smith with Cegorach as the trickster-figure (actually, the exactly same thing can be seen in Song of Ice and Fire - compare the Seven) and the kinda-omitted Kurnous, god of the hunt. And, obviously, there are also mythological equivalents: Asuryan- Zeus, Khaine- Ares, Vaul - Hephaistos, Isha - Demeter, Morai-Heg - Athena (because wisdom), Lileath- Aphrodite, Kurnous- Artemis (though the gender is wrong); also the fact that they come in threes
Wisdom from Pain rune - Morai-Heg drank her own blood for wisdom, Odin sacrificed his eye for wisdom. And I am more than certain there was some other tale of a god who mutilated himself to gain wisdom that was in his blood.
Rhana Dandra - Ragnarok, the final battle for the fate of the world; there is even reference to Fuegan forging a chain to enslave a dragon that he will unleash during that time, which is reminiscent of Jörmungandr, the serpent that will be unleashed during the Ragnarok
I'm sure there are bucketloads more, so why don't we just keep them coming, maybe one day it'll inspire someone to, I don't know, write his MA thesis on that or somethind