There have to be some, will I be making one or are there any in the fluff that i have yet to learn about? I have no problem doing this, but if the names and affiliations are out there then I would prefer to use canon information when at all possible.

1st Ed Rogue Trader, not the soon to be released one, but The Original, was pretty much that. But with Marines & Eldar.

But game wise, there'd be Merc groups that are tolerant of Xenos, or at the very least their equipment.

This would be a great way to introduce Xeno "likable" NPC's as well in to a game.

Likeable over "more filth xenos, lets kill them all" anyways

You get merc groups mentioned in the novels, but not so much the cannon. In the TT, if you're old enough to fight then you're at the war front like all the rest of humanity (except those who farm, copy records and make the food or ammo).

You'd get Merc groups that may have pretty strict conditions, IE: Must be a Soldier character path, or Must hunt Wyches and the like.

Very diverse.

Well, the Orks, especially the Blood Axes and other Freelootaz, are known to sell their services sometimes, if you have nice toys and a good brawl for them.

Also several Kroot-Clans offer their skills as well. As for Human Merc-Companies ... sorry, but i have never read about one. Most soldiers who survive their time in the PDF either go home or go career, those in the IG don't go home until they are in a Conqueror Company and make a new planet their home (where they have to settle).

Well you have a few from the Inquisitor's Handbook if I remember correctly. The Brotherhood of Thollos can provide "muscle". I'm sure most of it is more narco-ganger but I would imagine they employ some high-end mercenaries for premium customers.

POTENTIAL SPOILERS for Edge of Darkness and Rejoice For You Are True!

Plus during the Edge of Darkness adventure, the Interrogator gives the players the Coblast Assay cognomen, stating that you are undercover "regulators" and so people will give you a wide berth believing you to be hired guns, as well as the right to carry firearms. Although it states in the adventure the Coblast Assay is actually an undercover Inquisition organization for this very purpose.

Lastly, I cannot remember for the life of me and do not have my books on me, but in Rejoice For You Are True! the mercenaries that attack the noble's house you are staying with, I cannot remember if they mention what organization they work for or not. If you have the Purge the Unclean you could check, or if you wait a bit I will be near my book in a few hours.

The mercenary company was called pressure point, one of my PCs has them as a contact now.

I thought it was ShatterPoint in Rejoice. Doesn't particularly matter- there are a number of other sources citing mercenary companies in 40k. Eisenhorn has the Vessorine Janissaries, Kill-Team has an entire army of them (who may or may not be an IG task-force disguised as mercenaries to uphold a legal fiction), and as has been stated, the original RT (40k1st) is pretty much based around this trope. It also notes that a mercenary's traditional dress, to advertise his status, is a white bandanna/armband. There are a number of mentions in Maggots in the Meat that off-world mercenaries are employed (and are the principle users of non-primitive weapons).

And those are simply the examples that i can think of off the top of my head.

Ah yes, Pressure Point. Thank you Ferau.

I know you wanted some canon ones, and I think there are enough mentioned already. However, the galaxy is large and the 40k universe leaves much open for you to create your own. The Calixis Sector is also very big! Just incase none of these provide you with whatever it is you need, Dark Heresy makes things very easy to make "canon" because there are billions and billions and billons of people that are involved in all sorts of careers, activities, and hobbies to easily make anything feasible and not out of place.

There will probably be lots of guns for hire on a local/planetary scale - interplanetary mercs would probably often have a rogue trader backing them since the Imperium usually takes a dim view of people with own ships and own armies it has no control over, although some noble houses might gracefully lend their household troops to an ally for adequate compensation.

Thanks folks. I remembered the Coblast, I just wanted to gather data on other companies that I might use for them, and let them encounter during their escapades. I think I can use this info and develop it from there.

How about the Sons of Dispater and the Malfian Bloodsworn mentioned in the IH. Even though the former are more assassins nowadays and the latter bounty hunters.

Some eldar work as mercenaries and Hereticus has the dreaded Vesorenne (I'm probably spelling this wrong) jannissaries which are clans of mercenary bad-asses, one of which is hired to kill Eisenhorn.