I'm now a "veteran" GM of one Deathwatch game, we managed to play about a good third of the Final Sanction adventure today, and i just got to say that the marines ability to shake off ridiculous amounts of damage was insane...(although my crappy dicerolls didn't help one bit)
Okay the rebel hordes in the adventure are not really meant as a serious threat but still my kill-team (Devastator marine, Assault marine, Librarian and an Apothecary) managed to rout size 50 hordes in one round of combat easily... (Hmmm... I might need to put some orc hordes into the mix)
Psychic powers seem to be really devastating to hordes, at least the Avenger power which turns the Librarian into a walking heavy flamer which gives 1d5 + range/3 magnitude damage plus the extra 1d10 since it's an area effect psychic power. (If I'm interpreting the rules correctly)
So the question to all you veteran DW GMs, and the reason for this post, is how have you managed to kill a marine or marines in your games? Of course players can also tell their great stories of valour and death...
(I got really close with the help of six genestealers and a few lucky dicerolls...)
So far, my campaign has had two deaths and a single retirement. The first death was the Librarian's own fault - he pushed a Smite to have a chance of hurting a Chaos Predator and accidentally expelled himself from reality, leaving a Daemon Prince in his place.
The second death was the Black Templar Assault Marine, whose Fate Points spared him from the Daemon Prince's wrath long enough for him and the Blood Angel Assault Marine to banish it, and then used his last point to Heroic Sacrifice when the Eldar arrived to claim the relic that both the Deathwatch and the Word Bearers had been fighting over. He was eventually decapitated by a Warlock's Witch Blade.
The retirement was the group's Apothecary, who lost all his wounds (and he's lucky to have not lost more) to the Predator's lascannons, a leg to a Chaos Biker's Plasma Gun, and some of his sanity and purity to the Daemon Prince (he was already raking in the Insanity Points from one of his Armour Histories, and had accumulated three Battle Fatigues and the first stage of his Primarch's Curse). The player chose to retire the character at the end of the mission.
Beyond that, it's rare that a mission doesn't end in a few lingering injuries (the most recent mission saw the group's Devastator lose his right arm to concentrated Burst Cannon fire from a 3-man Stealth Suit Team), and characters are seldom on full Wounds once a mission has begun. Yes, a half-way competent Kill-Team can obliterate staggering numbers of enemies at considerable speed... but an enemy played smart is a deadly one (for example, I deploy Fire Warrior Teams (Mag-25 hordes) in such a way that you can't close on one without at least two Teams able to see and fire on you).
With Final Sanction, the rebel Hordes aren't a big deal for the most part, but the Genestealers are a terror if the group isn't expecting them (Genestealers should be used carefully, employing stealth and taking advantage of terrain; you shouldn't actually need more than 1 per player at any one time if they're sneaky). Should you carry on into Oblivion's Edge, my advice is to never underestimate the number of creatures the PCs can kill, and to employ numerous and fairly large (30-60 magnitude) waves of lesser creatures. The true terror of the Tyranids in battle is not whether or not you can kill them, but whether or not you can kill enough of them before your ammo runs dry... don't be afraid to give them too many targets, because that ensures that the group is under pressure... and similarly, don't be afraid to make the attacks stop suddenly and without reason - in my experience, the mystery of why the Tyranids left (and never give an explanation why) is sufficient to keep players paranoid even as they take a breather...