Time Lord/Tabletop Games

The Time Lords are descended from Sidereals.
Bureaucratic, arrogant, scheming, double dealing, watching the universe from isolation while using others as their agents (in a very hush-hush-no-we-didn't kinda way) to control the universe, able to warp time on a personal level and capable of mental communication and esp, who's only proactive members have to go into exile. Death is even one of their gods (according to the spin-off novels).

The Old Ones were Time Lords.
The reason they had such hard time with Necrons despite their being basically weaker Daleks was that their war with them was well before Rassilon and the development of time travel. They are not extinct: They simply left our galaxy alone following their war with Necrons and the creation of Immaterium. (They are now all but extinct anyway.) The current GRIMDARK situation is indirectly caused by the Time War: The Time Lords did return later to fix things, but the Daleks cancelled it out.
 * The only reason the Doctor hasn't arrived to fix things is that the Necrons would detect him instantly and go all-out against the last living member of their oldest and most hated foe. And even he needs to come up with a special plan against all of them - something he hasn't done yet.
 * The only reason for the current GRIMDARK situation? Gimme a break!! Doctor Who isn't GRIMDARK enough for you? It's almost more depressing than 40k.
 * Look, the Doctor's show ain't all sunshine and light, but it ain't 40k by any means. For example, in Doctor Who, Satan has been shot into a black hole (Done and dusted), the genocidal maniacs in robot shells are near extinct, and the immortal heroic type is currently spending his days happily shagging any and every thing in sight between heroic jobs. Now, compare to 40k where there are FOUR Satans, the genocidal robot suited dudes are just waking up, and the immortal heroic dude is all but dead and comatose. Also, or perhaps although, there is Death's Head and Beep the Meep...

The Emperor is a Time Lord. And the four chaos gods were daleks.
In the case of the emperor it is practically stated judging by the fact that before his mortally wounded state he was 38000 years old. All the problems in the galaxy during 40ks timeline is because the Doctor caused humanity to be extremely xenophobic. The chaos gods were daleks who keyed into the warp and became gods and opytomized all of the daleks possible emotions. Nurgle became there urge to kling to life and never let go. Khorne became their hate. Tzeentch embodied their ambition to rule the galaxy. Slanesh became the pain that they felt when they lost.
 * Alternately, The Emperor is Jack Harkness. Several personae of the Emperor were know to have 'died' and come back to life, just like a Gallifrean, except there's little to suggest his appearance changed (there aren't exactly any 'lifelike' pictures of Horus, and debates still rage as to what Jesus looked like). The psykers are keeping Harkness on the throne in a 99.9999999% state of death in order to feed off his abundant and unique energy without him dying and coming back to life.