The Ordo Xenos have always facinated me, maybe it was because they never had a codex or maybe it was all the specialized equipment. Needless to say I'm excited for the Deathwatch book. I just want to start a thread to look at the nature of the Ordo Xenos. I think due to the lack of codex and representation in 40k there is a bit of an over simplification of their mission and purpose. Much of my opinion came from a conversation with one of the GW game designers a couple years back and not necessarily fluff. I figured its atleast a decent introduction, if not something to help GM ideate.
So they're alien hunters, that doesn't sound as "sexy" as fighting daemons or witches, we all fight aliens every time we set up an army of marines against Orks, Eldar, Tau, Necron, or Tyranids. While that is true it is but one aspect of the Ordo Xenos.
The Ordo Xenos have several purposes, they are often part of the imperial mission to new alien worlds. That is because they're responsible for capturing alien samples and weapons for study, identifying their weaknesses so if engaged by Imperial forces on a larger scale the Imperium is prepared. This means unlike when you deal with the Orks or Eldar etc, you are dealing with greater unknowns and uncertainty. For gaming, this means encountering new previously unknown races is always a possibility, it is alot of potential for a GM to craft a campaign.
As an extension of that investigative nature the Ordo Xenos and Deathwatch are assigned with seeking out buried and ancient alien threats... I paraphrase: "if Cthulu were an alien, who'd get called in to kill him?" This results in them either killing the beast or waiting for it to awake from its slumber, when its too horrific to deal with presently. In this instance the Necrons and C'tan, are their biggest failure. Thus the DW are tasked to fight the sleeping horrors of ancient worlds, nightmare of extinct civilizations, and the ghosts of fallen empires. For the GM it is the opportunity to challenge the players, by presenting suspense in the form of a simple question... what would scare a space marine?
Beyond that the Ordo Xenos deal with other types of alien influences and outright pests. From Genestealer cults, to Guese'va, to Diggas, and Groteques all are tainted by the xenos and require special attention to root them out purging them. There are also other types of aliens that might try buying influence or seeding their technology by trading it into the imperium, possibly laying the seeds for a darker purpose. Additionally there are other forms of aliens that sometimes make it onto imperial worlds and quickly pose a threat such as the Viskeon who will regenerate from severed body parts, thus multipling in numbers. This can become as much a political intrigue as the Inquisitor or Deathwatch attempt to discover what alien is behind the changing landscape of power on the planet.

