A few months ago I ran an adventure which pitted the acolytes against an arch-heretic (once an Interrogator). They managed to save the day, but only by provoking a destructive Ork invasion of Hive Tranch, blowing their Inquisitor's secret identity to a key gangland supporter, and wiping out a station of Arbites. In the end, the player characters were either recycled as servitors were banished to a penal battalion, serving as organic matter on some deathworld to lure out the Tyrranids.
This was the first time I actually 'killed' player characters, and it turns out it was very consistant with the 40K 'feel' of the game ... total disaster, heros die, but the universe is saved. Players LOVED it. In subsequent games I've now been less shy about ending a scrub / low level player character (haven't off'ed anyone's beloved 4th level character yet!) and find that if it works with the story then real 40K fans appreciate the thematic validity.
Just wondering what experiences other GMs have had with eliminating player characters?