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So let's say there's a terminator captain heading up a squad of marines. If the unit gets hit 5 times do I roll them all one at a time until he dies and then start putting them on the next closest guy or do I roll them all on him and then put any overflow on the next guy?

Sorry for a potentially stupid question.

Review the rules for Wound Allocation in either the Shooting Phase for shooting Attacks or the Assault Phase for melee Attacks, and also review the rules on Look Out Sir in the Character section.

It's pretty well explained in these areas.

Not sure how I missed that the first time.

Few things go into it if they have different saves.

Assuming your captain has the same save as your troops in the squad.

You would resolve look out sirs.

Lets say you pass 3 look out sirs, you could then take the 2 captain wound rolls first or the 3 troop wounds first.

In this instance, because of the similar save it wouldnt matter, just any overflow goes to the troops or vice versa to the captain.

In the other case, look out sir and then if saves are different, take saves on the captain until he dies, then resolve the rest of the wounds.