DMs, what obscure lore have your players not discovered?

I ran a game of "Index Card RPG" with the setting "Blood & Snow". The setting includes an adventure seed where Cavemen have to search for ancient relic pillars every generation to stop an Ice Age. I never told my players, but in my mind we were playing a Warhammer 40k game and this was a world a space marine chapter used to recruit those who were strong enough.