They were originally prisoners, that were imprisoned on the Penal World Lost Hope and were guarded by personnel led by Prison Governor Irena Kasky. However Irena and her personnel were Heretics, who mutilated the prisoners and forced the original Lost Hopers to escape into the wilderness. There they remained for sometime, led by former Major Darr Vel, until General Creed came to the world, seeking a Penal Legion for his war efforts in Warmaster Ryse's Crusade. Irena could not allow this, as the prisoners could revel her heresy, and she ordered an ambush against Creed and his Honour Guard. Creed survived however and was soon found by the escaped prisoners. They told him of the atrocities, Irena and her personnel had done to them, and blamed the Imperium, for abandoning them to madmen. When Creed then requested their aid in overthrowing Irena's rule, the prisoners angrily refused. The General persisted though and told them the Anckorite Brotherhood Cult and its leader Luciver Anckor, who Creed was charged with killing, were on Lost Hope and were responsible for the horrors committed against the prisoners. His campaign against them had made them desperate Creed said, and if the prisoners aided him in contacting his warship, Magister Thine, then the Cult would be broken.
When the General was told the only comm on the world was in Irena's residence, he plainly stated that they would take the residence from her then. Darr Vel, then asked what they would get out of this and Creed told them he would take them with him and give them deaths that would earn them the Emperor's forgiveness. The prisoners readily agreed and named themselves the Lost Hopers, before storming Irena's residence with Creed. Though many of them died while fighting against not only Irena's personnel, but also the Anckorite Brotherhood and Chaos Space Marines, they succeeded in taking the residence. During the battle however, it was learned that the Cult leader Anckor was using Lost Hope's prisoners to replenish the ranks of the Brotherhood. Though Anckor managed to escape their grasp, Irena was killed in the battle and Lost Hope was now firmly in the Imperium's hands. With that, the Lost Hopers were combined with the world's remaining prisoners and with Darr Vel as their leader, they left with Creed to fight in the Warmaster's Crusade.
Sometime later, a muster for Imperial forces gathered on Cadia, in response to an increase of Chaos activity in the Cadian Gate, and the Warmaster's forces were among them. They were then deployed on Kasr Tyrok and Darr Vel and the Lost Hopers were put in a caged camp, with the other Penal Legions. This spared them from any immediate harm however, when the traitorous Volscani Cataphracts Regiments began the Battle of Tyrok Fields. However hordes of Cultists eventually attacked the unarmed Penal Legions and the Lost Hopers were forced to fight their way clear of the camp to escape. They then ran into General Creed, who was leading a small Imperial force to save Cadia's Governor Primus Marus Porelska, whose Leviathan was being invaded by the forces of Chaos. Vel and the Lost Hopers joined him and almost reached the Leviathan, when a Traitor Titan appeared and blocked their path. None of the forces under Creed's command could destroy the Titan and so the General ordered the Lost Hopers, to do what they could to slow it down. Vel then ordered the Lost Hopers to charge the Traitor Titan, but it saw them and repeatedly fired upon the Penal Legion as they ran towards it. Each shot wiped out scores of the Lost Hopers and in the end, only Vel was able to reach the Titan. Despite now being the last of the Lost Hopers though, Vel was determined to complete his mission and grabbed the Traitor Titan's foot, as it walked by him. He then detonated the melta bombs he had wrapped around himself, while the Titan was in mid-stride. The Lost Hopers' final attack proved to be overwhelmingly powerful, as the Titan's foot was blown away and left unbalanced, it fell hard into the ground. This set off a serious of explosions within the Traitor Titan, which completely destroyed it and cleared the path for Creed and his forces.