I'm currently playing in two Deathwatch campaigns, GMing in the one and simply playing in the other as a Consecrators (Dark Angel successor chapter) Librarian.
The GM of the game I'm playing in has two Black Shield NPCs involved in the overall story line. The most prominent of these two is his Watch Master (the most senior Watch Captain in the Jericho Reach, his version of a Deathwatch Chapter Master). The GMs been pretty tight lipped about this guy's true chapter, only letting onto the fact that he's from a Chapter that's been wiped out (we're both running our games around the M41 830-850 timeline). My paranoid librarian really, really, REALLY doesn't like the fact that this guy has a hidden identity of sorts (took the paranoid talent AND the master of secrets deed from RoB to reflect and utilize this in RP terms) so needless to say I'm quite keen to find out more about this guy as the game proceeds. His second Black Shield NPC is an ancient, pre-heresy Blood Angels marine the party really hasn't encountered yet. My paranoid librarian struck some gold digging around Deathwatch service records that listed this guy is as KIA, active, AND incarcerated! Not sure on the origin story behind this guy, but he's a vital part of some internal intrigue within the Deathwatch that our GM's came up with. As a tabletop 40k player, our GMs a pretty big fluff buff, so I'm sure this Blood Angel guy's more than just cliche fan service.
Currently in the game I'm running, there is only one Black Shield NPC running about. He's a recon specialist from a homebrewed chapter called the Ascendant Dragoons. I've put alot of thought into the background for these guys. They double up as my own tabletop Space Marine chapter, so between modeling, wargaming, writing about, and now RPing as one I've come up with quite a bit of creative "refuse" surrounding their personal saga as a chapter. Long story short, Kohl is a second term Deathwatch veteran. After finishing up his first tour of duty, he returned to his homeworld to find his Chapter torn apart by internecine warfare. After coming to blows with his "new" Chapter Master over the state of the Dragoons, he took upon himself a self inflicted exile, and returned to the Deathwatch as a Black Shield to oath himself once more to the only other brotherhood he truly believed in.
No one as a PC has really created a Black Shield yet in either of these games. The stereotypical "let's play a good guy from a bad guy chapter" idea was thrown around a bit by several players (including myself ) at character creation, but most of us thought the idea was a bit too cheesy to realistically pull it off. It takes alot of work to make it seem really believable. Anybody attempting to do it though can just fall back on the classic 40k excuse for anything kinda wonky and cliche... just say a warpstorm did it! Seems to work for GW and Black Library as a believable gimmick...