I've just had a look through The Horus Heresy: Collected Visions and their are only two picture references to any sort Hammers.
One is on p.257 in a picture called Warrior-Psyker Concept by John Blanche but it looks more like just a power hammer and as it's being wielded by a non power armored human it's most likely not a Thunderhammer.
The second in on p.330 in a picture of Perturabo-Primarch of the Iron Warriors by Alex Boyd and it looks very much like a Thunderhammer but also has a Deamon face on the it so could be a Deamon Weapon also.
Most of the pictures of Terminators show them using large axes most of which don't appear to be powered or are clearly Chainaxes.
I think I've heard something about the Iron Warriors and another Legion fighting over a relic weapon of some sort, parhaps someone more familar with that story could fill you in on it.
Also isn't one of the 9 Artefacts of Vulkan a hammer of some sort.
You can also look to the fact that CSM (who are supposed to be pre-heresy marines) Terminators don't have the option of TH but that's probably more of a game balence & differentiating the armys type thing. Also all the Legions (including Salamanders
) are clearly shown to have Land Speeders during the heresy but at some point CSM seems to have lost them.
I would say, as personal opinion (take that for what it's worth, not much
), if they did have any they'd be relics in the hands of great leaders and heros. I wouldn't go with squads of TH/SS Terms but that's just me.