Daemon World
A Daemon World is a planet residing within the Warp which has been taken over by a Daemon Prince and mutated into a state more befiting their god.
They are horribly twisted and distorted, turning normal men insane just by looking at them. Indeed, the most powerful psykers in the Imperium are known to occasionally experiance dreams or visions in which the worlds of the Eye of Terror have been revealed to them. Existing partially in the warp, they are not bound to the laws of physics, and as such are limited only by the whims of the Daemon Prince controling them. Because of this, every world is different and all are equally spectacular in their own way. Some planets are made into massive fortresses, such as Medrengard, covered in lakes of burning blood like the Daemon World of Bubonicus or are covered in massive towers that reach into the atmosphere, decorated with learing eyes, such as the Planet of Sorcerers.
Whether they can exist in the material world is unknown, but at the rate the Eye of Terror is expanding, their will be plenty of planets to mutate, increasing the power of the forces of Chaos.