The Eldar, after the disaster that caused Slaanesh and turned their empire into the universe's biggest reference, destroying their once-great race and killing 90% or so of their population outright, were a dying race.
Slaanesh was devouring their souls like Eldar Mc Nuggets, and it was only through ascetic mysticism and use of Soulstones that Eldar could avoid getting nommed by She Who Thirsts.
In reality, Slaanesh was slowly nomming their souls just like she does every Eldar without a Soulstone - however, they found that by continuing to engage in rampant hedonism and by torturing and inflicting pain and anguish on other creatures would reduce or even reverse the effects of Slaanesh's hold on them, forcing them to seek out and capture, kill, and torment the "lesser" races of the galaxy in order to satiate themselves and stave off their doom.
Some claim that this was Just as planned by Tzeentch; some scholars hint Eldrad may bear some responsibility (although seeing how he was a rookie seer at the time, and this disaster means Slaanesh wants his soul too, not likely).
The Dark Eldar are the villainous, and more BDSM obsessed counterparts of the Eldar, who followed the horrific depravity that saw the Eldar Empire destroyed.
Hailing from Port Commorragh in the Webway, the Dark Eldar spirit out from the shadows to take slaves to commit unspeakable atrocities on whoever they capture.