From Diablo Wiki
The Fallen Ones are well known little pestering devils with a voracious appetite for violence and fornication. The appetite for violence is shared by all the Fallen breeds, but only one revels completely in their secondary interest: The distorted, disgusting and dreadful:
The Fallen Queens have not been seen on Sanctuary in the last few decades, and the documented knowledge of their existence before this is sketchy at best.
With an ever escalating demonic battle, the procreative Fallen Queens can now be found on the mortal plane, supplying the demonic ranks with more nasty little buggers.
Read more about the sources of Sanctuary on the Fallen Queen article, and on the Fallen background.