The Space Marines are not technically a part of the Empire of Man in the sense that they are not subject to the authority of the four High Lords of Terra, reserving their loyalty to the Emperor alone. As such, the Chapters have greater leeway in hiding their various secrets: the Blood Angels' "Rage of Sanguines", the Space Wolves' "Wolf", and the Dark Angels' own secrets. While many among the most-senior bureaucracy and Inquisition suspect many of the things about the Chapters, the Chapters themselves aren't bound to confirm those suspicions.

This relative degree of autonomy has been a constant source of friction with the Inquisition. That the Space Marines do not [necessarily] worship the Emperor as a "living" god is a heresy according to the Ordo Hereticus, who are thereby forced to rely on their own dedicated military arm of non-genetically enhanced, female warrior-nuns (Sisters of Battle).



The Grey Knights are an entirely separate Chapter of Space Marines; it is speculated that they use the Emperor's own Geneseed. They are in a singular alliance with the Ordo Malleus of the Inquisition.

You could probably pick up a 5th Edition rulebook with plenty of this information in a used bookstore for a couple dollars (fair-condition books are available for as low as $2.50 on hpb.com); there's a ton of non-rule info about the Imperium, Space Marines, and the more notable alien races (those that are playable armies in the game).

Also, you could/should check out the Space Wolf series of novels set in M40 for an "inside look" at both Space Marines and particularly one of the more "independent" Chapters.