A few websites have been posting pictures of the new 40k Scale Imperial Knights. I think they look great.
It's debatable whether they would ever really have much impact on the 40k RPGs as PC s: Like Dreadnoughts, Titans, Super Heavy Tanks etc they're kind of the wrong scale for the sort of roleplaying experience offered by any of FFG's game lines.
However, as NPCs, there seem to me to be all kinds of possibilities:-
In a Rogue Trader campaign, with a small planetary invasion a group of freeblade Knights would seem to me to be a useful asset. Perhaps an endeavour could be based around recruiting them to your Dynasty's service, with a combination of threats and diplomacy.
In a Dark Heresy adventure, perhaps a murder has been committed in the Castle of an ancient Knight House, and all the signs point to it having been carried out by an Adeptus Mechanicus Techpriest. If the Techpriest is proven to be a murderer, this will potentially cause a breach between the Knight House and their feudal overlords, leading to the loss of a major Imperial ally in the region. The players are tasked with investigating the murder and, if possible, finding the true culprit.
In a Deathwatch Campaign, the players seek to bring a lost Knight world back to the Imperium. This will involve proving their worth to the Knights by trials of combat, perhaps with the Deathwatch squad pitted against Knights in a serious of ritual quests and jousts.
In a Black Crusade campaign, the players seek to corrupt a Knight household. The players must infiltrate the House's castle and find ways to murder the Baron, replacing him with his warp tainted son. They must then guard the newly appointed Baron against the counsel of his retainers and keep him from being overthrown by his vassals.
In an only war campaign, the players are sent behind enemy lines to rescue a lone knight who has been captured by the enemy during a battle, and to destroy his walker before it can be used against the Imperium. The players find the knight, and discover that the walker is virtually operational: can they free the injured knight and return him to his Knight, wreaking untold damage upon the enemy?
Edited by Lightbringer