I keep all the fluff I write and some fluff other people write about my Chaos Legion in a word document. I initially wrote some simple background info and over the years I wrote a bit more here and there until I finally went crazy about two years ago I decided to completely re-invent my marines due to the new Chaos Daemon Prince model that I had to have as my legion master.
Thus began the effort of writing the Draconis War. This seven chapter effort is comprised of background fluff pieces covering a story arc of how my Black Storm orchestrated a war to topple Imperial Control in the Locara Sub-sector and spread war and confusion throughout the rest of the Draconis Sector. It cumulated in the death of the chaos lord I had used for years and years and the creation of the new chaos lord to replace him.
Ever since that effort I found my calling in writing background fluff for my chaos legion to setup battles and describe their aftereffects. My master document storing all my fluff is up to 196 pages and continues to grow every week.
Man, I love this game.