Like any captured heretic, they will be subjected to long periods of purgation and shriving they will be forced to confess to his or her crimes and implicate their accomplices. Many die in the process and many more who survive are too irredeemable to be allowed to live and are granted peace in death.
Some few, however, will undergo a revelation during the long periods of torment as their personalities are stripped bare by the Inquisitor, and these few beg for forgiveness and the chance to atone for their crimes. Occasionally this plea is answered and the penitent is granted a second life in fanatical service to the Inquisitor that redeemed them. 
These penitents can be of particular use to an Inquisitor as they will have obtained in their lifetime a wealth of forbidden knowledge that might be useful in rooting out further heretics. Furthermore, their tainted souls give them a measure of experience and control when faced against corrupting influences.
Also known as penitent witches; these rogue psykers have been captured and made to repent by an Inquisitor and been put to service by their deliverer. Unfortunately, it is rare to find a rogue psyker truly repentant for his crimes; but to do so is a high aspiration and goal for many Inquisitors of the Ordo Hereticus.
The psyker is often bound with wards and anointed with sacred oils, to ensure that it does not regress to its previous heretical ways. These penitents act as "psychic lightning rods", attracting and then dissipating psychic attacks. Because of this protection, they are often used by Inquisitors in the field as part of their retinue.
- 1: Codex: Witch Hunters (3rd Edition), pg. 15
- 2: Dark Heresy: The Radical's Handbook, pg. 37
- 3: Games Workshop