The mention of Achilles in the second DD made me think that the great battles of legend would make great DW scenarios. For example...
THE BATTLE OF TROYOUS
A small moon that was a former Maiden World has been overrun by the Eldar. They are bunkered down in a ancient and massive city protected by an impenetrable power field of arcane origins and gaurded by a massive eldar army led by a Farseer and his personl champion, an Autarch code-named 'Hektor' by the Imperial forces. The Imperial Army is led by General Agamemnon, an old foe of the Farseer, who is determined to end their decades long conflict here and now or die trying. The players are a DW kill team nicknamed 'The Myrmidons' led by Captain Achilles.
All the high points of the Fall of Troy could be included as small scenarios, including boastful challenges between Exarchs and Marines leading to one on one combats and sneaky attempts to take the city by stealth.
3 DOZEN
A small marine force led by a DW kill team has to hold up the ork armies of 'Berzerxes the Bad' untill Imperial forces can arrive to reinforce this sector and contain the Waaagh!
In this case, the Marines are using the whole planet instead of just a single pass, sabotaging attempts to build gargants, blowing up telly-portas, freeing enslaved PDF personnel to form militia groups, etc. and generally waging a long-term guerilla campaign on an Ork held world to keep them from taking off somewhere else. A sample situation can be found in the 'Battle fof the Farm' scenario in the original WH40k Rogue Trader book.
THE ODYSSEY
A group of Death Watch Marines on a Rogue Trader vessel are caught up in a warp storm that deposits them at random ports throughout space and time. They must defeat whatever dangers are present at each stop in order to eventually escape the storm. Eventually they will find out that the Navigator has been possessed by a Daemon Prince of Tzeentch and has manipulated the storm to use the DW team as 'troubleshooters' to make changes across the universe for him.
Again, individual scenarios can be made out of the various adventures Odysseus had, culminating in a huge showdown with the Daemon Prince.
Any other ideas...?