Cthonia (meaning underworld or underground in Greek) was the homeworld of the Luna Wolves/Sons of Horus. A mining world reachable from Terra at sub-light speeds, it was mined out by the Age of Strife and stripped of the mining equipment by the Mechanicum of Mars. There was literally nothing left to do but organize into loose gangs and stab each other. Horus landed here, but didn't stay on the planet long enough to conquer or fix it. As a youth, he discovered what would be the Talon of Horus on the advice of an old crone, pretty much the only other interesting thing that happened on this world and thus naturally not explored in the fluff. The Emperor found him while looking for recruits of good gene-stock, and the planet was left in anarchy to help train future Legion aspirants.

After the Horus Heresy, it got Exterminatus-ed in case something there might have contributed to Horus's corruption.

The Planets, Systems, Regions and Sectors of the Galaxy
Imperial Homeworlds: Holy Terra - Sacred Mars
Primarch Homeworlds: Baal - Barbarus - Caliban - Chemos - Chogoris - Colchis
Cthonia - Deliverance - Fenris - Inwit - Medusa - Nostramo
Nocturne - Nuceria - Olympia - Prospero - Ultramar
Planets: Armageddon - Bakka - Cadia - Catachan - Ganymede
Hydraphur - Krieg - Kronus - Sacris - Sanctuary 101
Scelus - Tanith - Tartarus - Vigilus - Vraks - Zayth
Daemon Worlds: Plague Planet - Sortiarius
Systems and Regions: Ghoul Stars - Halo Zone - Jericho Reach - Kaurava System
Solar System - Stygius Sector - T'au Septs - Taelus System
Types of Worlds: Agri-World - Craftworld - Daemon World - Death World - Eldar World
Forge World - Fortress World - Hive World - Tomb World