Warhammer 40,000 has been poised just on the brink of year 41000 for twenty years. In fact, the timeline of the universe given in the latest rule book ends with the date "995.999.M41" - that is, around 20:30 o'clock on the 30th of December, year 40999. Just how many more events they can squeeze into the remaining approximately 27 hours, 29 minutes, 59 seconds, 999 milliseconds etc. is an open question. Maybe they'll call in Jack Bauer.
In fact, they've debatedly already gone into and past the year 41000. The December 30th, 40999 date in question is attached to the beginning of the 13th Black Crusade, the fate of which was determined in 2004 by a worldwide player-driven story campaign (Chaos won a narrow, almost Pyrrhic Victory, and the Tau capitalized on the situation to expand their territory by 33%). However, more recent works never talk about the aftermath of the crusade, rather talking about how the Imperium is getting ready for the crusade in year 40999, indicating that Games Workshop is probably trying to rewind the timeline.
The 13th Black Crusade isn't the only time they've dabbled in the 42nd millennium - Jenit Sulla'smemoirs were published in around 101.M42.
In 2017 the timeline was actually advanced a few years and then jumped forward a few centuries to the new status quo (how much time has actually passed depends on where in the galaxy you were thanks to warpstorm weirdness). The setting is now definitively in the 42nd millennium.
Although the Horus Heresy novels, set in the same universe 10000 years before, still retain the "40000" part of the title.
Also, the "40000" part was there originally to mean that this was the future of Warhammer Fantasy Battle. Now that the two games have been set in completely different universes, that connection is completely lost.
The "40,000" part is perhaps less of a relic if one considers it as referring to the entire ten-thousand year period starting with a 4, rather than narrowly as just the 41st millennium. However, the "Warhammer" bit most definitely is an artifact title, since the titular bludgeoning weapon is very little in evidence in 40k. Oh, there are plenty of hammers to go round in the 41st millennium, but the Warhammer of the title in the original Warhammer is Ghal Maraz, the Hammer of Sigmar (although even that was a later addition). No equivalent eponymous weapon has yet been detailed for 40k, though recent editions of the rulebook have started to put an actual hammer on the cover, which is progress!
Magic: The Gathering. "The Gathering" was intended to be the name of the first game, and later expansions would add a corresponding subtitle, such as Magic: Ice Age. However, the creators eventually realized it would be bad for gameplay if cards from different sets had different logos on the backs, and once they were stuck printing "the Gathering" on every card, putting too much effort into subtitles that people would rarely see seemed like a waste.
The same thing happened with the Deckmaster logo still printed on the bottom part of every card's back when the Deckmaster series of card games haven't been involved with the product in years.
Hilariously, this includes a typo on the backs of the cards. The blue line under the "T" in "Deckmaster," was an accidental mark from a blue pen. It has since, by necessity, been reprinted millions of times.
The spin-off variant known as "Elder Dragon Highlander" required you to include one of the five legendary "Elder Dragon" cards in your deck. This requirement was eventually loosened to require any legendary creature and the name was shortened to "EDH," which made no sense whatsoever to people who were unfamiliar with the original. (Ultimately Wizards of the Coast officially renamed the format "Commander.")
The upkeep step was named that because many of the early cards had an upkeep cost that needed to be paid each turn. Nowadays, it's mostly used as a convenient time for abilities to trigger more-or-less at the start of the turn.
As tabletop wargames evolved into fantasy role-playing, the particular world created by the DM nevertheless continued to be known as a "campaign".
In chess, the rook's name refers back to the time when it represented a chariot (Persian rokh). It's been a castle (or possibly a siege tower) for several centuries.
The title of Memoir '44 is a reference to the fact that the base game was released to commemorate the 60th anniversary of the D-Day landings, and as such the scenarios focused on the Invasion of Normandy and a few other periphery battles. Then the many expansions expand the scope of the game beyond Normandy to cover the entire Second World War, and so now the game's name makes less than it did before.