Dark Heresy: Sins of the Father
Daemons are warp entities who can only exist in the material world for short periods of time and only when worshipers bring about an environment similar to what the daemon favors, though they can still exert power over the world through non-physical means and through their cultists. Daemons of Nurgal require plague and disease to manifest physically, Daemons of Khorn require bloodshed and violence, Daemons of Slaanesh require debouched pleasure and pain, and Daemons of Tzeentch require sorcerery and change.
However, when the boundary between the material and the Empyrean are thin, daemons can manifest without the need for a favorable environment, which makes these anomalies so deadly. Warpstorms and psyker powers can both cause this thinning.