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This should answer most of your questions.

http://en.wikipedia.org/wiki/Warhammer_40,000

also here (maybe)
http://tvtropes.org/pmwiki/pmwiki.php/TabletopGame/Warhammer40000

Yes, there are parallels between history and Wh40k, as the wh40k setting is meant to be a parody of humanity's darkest moments.

-The Decadence of the Dark Eldar is reminiscent of some of the more extreme elements of the roman empire (Particularly Caligula) crossed with Marquis de Sade, crossed with some old English folk myths.

-The IoM is meant to be a blend of the Roman Empire, the Catholic Church, and pretty much every despotic regime in existance.

- Some regiments of the IG are based off of real military groups, and even movies. Catachans are based off of Rambo, Cadians are a blend of modern armies, Steel Legion are WWII Germans, DKoK are a cross between WW1 French and German soldiers, Valhallans are Soviets, etc.
There's a thread that explains this better here : http://www.dakkadakka.com/dakkaforum/posts/list/493381.page

- Much like the IG, Space Marine Chapters are often themed.
> Space Wolves are a cross between Vikings and Werewolves
> Blood Angels are a cross between Greco-Romans and Vampires
> White Scars are Mongols
> Ultramarines are Romans
> I'm not entirely sure, but I think the Raven guard were inspired by Edgar Allen Poe, and as such have a slight gothic feel to them.
> Black Templars are based off of Templars (Surprise surprise!)


- The entire setting takes heavy influence from the Cthulu Mythos, various other mythologies (Judeo-Christian, Greek, etc.), and sci fi writings.

In fact, Warhammer 40k in general is highly derivative, taking influence from a plethora of sources. In RT (1st edition of Warhammer), there was a character named "Obi-wan Sherlock Clouseau" (http://www.belloflostsouls.net/2010/04/most-awesome-40k-character-of-all-time.html)

Apparently, there was a guy on the forum who did write a paper on Wh40k.
Forgot who it was though. Its been a while.

 AlmightyWalrus wrote:

 CthuluIsSpy wrote:

> Black Templars are based off of Templars (Surprise surprise!)

They're actually not. They take their heraldry from the Knights of St. John AKA the Knights Hospitallers AKA the Knights of Malta AKA a whole lot of names. They're mostly based on the Livonian Brothers of the Sword and the Teutonic Order, though.

Really?
The Iron Cross wasn't a templar thing?

EDIT: Turns out it wasn't; it was a modified Teutonic thing. It seems that the Black Templars are a mix of the various knightly orders.

SerQuintus wrote:

 CthuluIsSpy wrote:


Really?
The Iron Cross wasn't a templar thing?

EDIT: Turns out it wasn't; it was a modified Teutonic thing. It seems that the Black Templars are a mix of the various knightly orders.

Black Templars don't use the Iron Cross they use the Maltese Cross - they are similar crosses, in the same way a Sherman MkI tank is similar to a Sherman MkII tank, or the way Mk4 Power Armour is similar to Mk7 Power armour - but they aren't the same.

Ah yes, upon close inspection, the cross the BT use is, in fact, a variation of the Maltese cross.
At a glance it was easy to confuse the two, but I see the difference now.