Fluff wise an army of fallen isn't right, they got scattered throughout space and time when caliban fell apart, so you will most often only see one by his self most of the time. Thats not to say there canr be more than one in the same place at the sametime, even gamesworkshop created a mission which said you had to track down 5 fallen who had teamed up together.
If you really wanted an army of fallen i would suggest putting dark angel plastics together with chaos but as a fluff lover i would advise against making the army.