Board Thread:Warhammer 40k General Discussion/@comment-7499389-20130411024340/@comment-7232811-20130412074956

Well some of them only wear their armour, (as they've been fused into it) but in the Night Lords trilogy, it describes an unarmoured Legionaire as wearing nothing more than a simple tunic. So I'm guessing that they wear the same sort of things as loyal Space Marines do.