Sun Azure was one of Celestia's Royal Guards. Shining Armour's predecessor, to be precise. He took an early retirement on the day of his daughter's birth. As a family Stallion, his old title as Captain of the Royal Guard vanished. Three years after his daughter's birth, his wife, Ocean Heart died, leaving their child in his care. While he did fine raising her, he was kidnapped on his way to pick her up from school.
Waking in a strange place, with technology he was unfamiliar with, the memory of his daughter prevented him from dying in that strange place.
Now, with the aid of Discord, Azure has awoken as a being of vengeance, hell bent on destroying the scourge of Equestria; the Rainbow Factory.

Opening theme: http://www.youtube.com/watch?v=_0oP57Qatio&feature=g-hist