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As the subject says.
I am a humble noob but it seems to me that unlike the Imperium the forces of Chaos would not hesitate to advance their technology. This especially goes for the forces of Tzeentch and Slaanesh. Tzeentch followers are all about knowledge...one would assume that includes the technological as well as the arcane. Slaanesh is all about returning too ones baser instincts. Well one of the basest human instincts is the need to progress. Some may find pleasure in finding new technology. Khorne worshippers may invent new things to kill people better. You can make the argument that Nurgle worshippers would not advance, as he is the lord of decay. Of course Chaos scientists would not be like, say, the Tau...they would be the sterotypical 'mad scientist'.
The thing to remember about Chaos is that they're very spread around, they don't like working together and they're totally MENTAL! There are scientists and engineers making things (the Kai-gun from the old codex and the Planet Killer, off the top of my head) but they don't have a terribly high life-expectancy - why would a Chaos Lord pay for their services when he could just kill them and take their creations?
Also, Chaos tend to combine technology with magic - this is quite limiting in itself - why would they bother spending hundreds of years trying to make plasma guns slightly safer when they can just kill a few hundred people and trap a daemon in it - now the plasma gun walks and kills people by itself!
Finally, time doesn't quite work in the warp - they might only be in there for one of their hours, but 1000 years could pass in reality. So if they improved their technology a little bit (better marne armour, better bolters, etc) it would take a very long time, in reality. So by the time they finnish it, the Imperium could have been and gone!
Chaos just aren't quite compatible with standard technological advancement.
thechaplain had a good comment. Also, Chaos marines generally have some of the same ideals as they did when the Heresy happened, they still follow there basic rules, and as such don't do a whole lot of mechanical creating. They may make new things from time to time, but as chaplain said, they generaly use alot of sorcery to do so. (i.e. the defiler)
You would think that they would some new things from time to time, but as it is, they are generaly far to disoganized and don't really need a whole lot to be effective. Many of them do try to be more phyisicaly powerful, and really when Khorne is on your side, technology would only get in the way. You need to clean/grease up the mechanical parts, but with that shinny new arm that is two times the size it should be, all you need to do is have a quick stretch before going on you slaughterouse ways. Not to mention, if there is a blood thirsty daemon in your sword, why try to advance your power sword to do more damage? just make the daemon angry and it is likely to end up being more deadly.
Also, the codex for CSM isn't as big as it would be if you had EVERY single item of chaos in it as there is in fluff. If you read Storm of Iron you will read of some pretty cool things, like some giant daemonic cannons, kinda make me think of a defiler and earthshaker mix.
All in all, Chaos doesn't generaly care for new technologies, nore does it need them a whole lot. When they do think of new things to wage war with, its generaly just a fluff item, not much is in the 'dex.
First off, I don't think they're all 'mental' Chaplain, perhaps the 4 aligned legions are, but the rest of the Chaos Undivided are quite sane, in so far as you can call anyone in 40K 'sane'.
Another thing you have to remember about the forces of Chaos is that unlike the Imperium, Tau, Eldar and so on, they have very little infrastructure. There are no industrial, commercial, research and residential centres in the Eye of Terror. I'm sure they might have a handful of planets that have factories where they employ slaves of sorts, or perhaps mindless labour such as Nurgle Zombies or somesuch, but none of it can compare to the industrial superpower that is the Imperium of Man.
They do, however, have the chaos Mechanicus, those who split during the Horus Heresy that might still be around. There's also Fabius Bile, that 40K-style Josef Mengele who's always cooking up some way to screw up the galaxy.
Also, in comparison to modern space marine chapters, the Chaos Space Marines simply have no way of updating themselves. Or have very limited posibilities to do so. I know for one that the Iron Warriors are a bit like the Brotherhood of Steel from Fallout in that they salvage technology, especially whenever they get a chance to fight their loyalist brethren. They strip entire battlefields of armour and bodies, salvaging everything.
Out of all the legions, I'd say the Iron Warriors are the most 'updated' though probably still only a fraction of them are fully 'up to date'.
I guess some people need to read up on the dark mechanicus when they say chaos hardly advances in terms of technology, over half the AM defected to the side of Horus including the Fabricator General himself.
We have already seen a glimpse of chaos weapons that are fair more advanced than their imperial counter parts, the helltalon and hellblade for instances use a fusion of the deamonic with advanced technology.
Unlike their loyalist counterparts the DM is no longer bound by limited dogma, new weapons are created all the time on their deamonic forgeworlds safely hidden within the Eye.
It's a good question. There's a whole bunch of possible reasons.
Firstly, Chaos is just as, if not more, superstitious and mystical as the Imperium can be. However, with Chaos appeasing archaic god-concepts actually gives you real powers. The impetus was probably to obtain better and more powerful Chaos gifts, rather than build better and more powerful guns. Secondly, even if new inventions were proposed, it's unlikely they'd see widespread use. Chaos lacks any form of infrastructure; as an example, Fabius Bile's genetic experiments have led to some pretty radical results, but haven't become widespread. They haven't even seen a lot of use amongst the Emperor's Children themselves, and Abaddon made a specific point of sabotaging one such successful experiment (cloning Horus). Chaos Legions tend to fight each other, and those Legions tend to split into small autonomous warbands led by powerful champions or daemons. If one inventive traitor marine does find a new cooling system for his plasma gun, he's highly unlikely to share it with other warbands that he could potentially be fighting against in the future. He's not even that likely to share it with his brother marines, out of fear that it will be stolen and used against him.
Thirdly, there's the far-out possibility of time distortion. The Legions fled into the Eye of Terror, where time is malleable. For many of them, ten thousand years hasn't actually passed since the Heresy. The warp is a tumultuous and unstable place, so it's likely that many have only subjectively experienced a few thousand years, or even only a few centuries. In this context it's not so absurd that they haven't made many strides forward ahead of their real-time cousins.
Lastly, there's the fact that there actually are genuine examples of Chaos technological ingenuity. The World Killer is one very prominent example. Additionally, there's Bile's genetic experiments, the Noise Marine's sonic blasters, the Defiler tank, and the Iron Warrior's invention of the kai gun and other unique firearms.
But it really is a bit of a fluff hole for GW as to why there hasn't been more significant advancement. Those reasons are all possibilities, but they seem a little flimsy to me. I'd really prefer to see a Chaos army list that is almost totally divergent from the Imperium than have them resemble each other in many respects.
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In the Chaos marine codex there are some pictures in the wargear section. The picture of the winged jump pack says it is a bio-mechanical hybrid of unknown design. There are similar things written about the other pictures in there and indications that equipment has been modified. What this means is that some of the weapons the Chaos marines are using they have made themselves. They still carry out the same function but the design is different. They probably have new designs because they needed to build replacements while in exile.
There is also the attitude of the Chaos marines to consider. They invest most of their energy in attacking one another, the Imperium or on occasion aliens. Because they are attacking their industrial resources are focused on supporting that attack and produce the materials to do it. This limits how much effort is put into new designs.
There are also all those Daemon engines such as the Brass scorpion, blood slaughterer and Blight done. There are loads more besides. These things have been produced by various chaos worshippers. I think the Daemon engines need the Dark mechanicus to work with Chaos sorcerors to help summon and bind the Daemon into it's created tech-body.
I've always thought in 40k that 'older is better' when it comes to technology. Sure new stuff is made but it is always inferior to the older versions in most cases. Why would the AM search for lost STCs for instance or why battleships are kept in service for millenia. Since the Horus Heresy happened 10,000 years ago you could argue that Chaos already have the technology that the Imperium is just now re discovering or only able to produce in small quantity's. This is all in addition to all the previous mentioned reasons such a deamonic influence and no infrastructure.
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Dark Mechanicus was largely wiped out during the Scouring, that might count for it. And from most of the fluff I've read, those who join Chaos seem to inevitably merge with their machines, and become killing machines. Not really inventing machines.
As for infrastructure, depends on who you are, and where. The Iron Warriors' homeworld in the Eye of Terror is Medrengard, which is a daemon forge world. The Word Bearers have the forge world Ghalmek in the Maelstrom. So there is infrastructure, otherwise they wouldn't have their own classes of ships and such.
So, like has been said before, the main reason for non-advancement is A: they aren't really that far behind the Imperium, and B: adding daemons to something is much easier and more effective that taking years to research, develope, test, manufacture, and then distribute.