Critical Failure: Hope you don't roll a 1 while carting that plasma gun around.
Lethal Joke Character: The Apocalypse expansion includes rules for a Warlord Titan, four times the size of the biggest model they actually sell with the point cost of an entire army and almost certainly meant as a joke. Then some people actually scratch-built them, and they are so unbalanced that an equivalent-cost force of super-heavy tanks and artillery can't even get through the shields before being wiped out.
And if that's not enough, one of the datafax on the Games Workshop website is for the Emperor Titan, which is best modeled by someone dressing up as the Titan and climbing on the table. It's all fun and games until someone's whole army gets squished....
To demonstrate, here◊ is an official Reaver-class Titan miniature on scale with other 40k models. Here◊ is a custom-built Emperor-class Titan in the same scale.
Loads and Loads of Rules: Rogue Trader's comically huge rulebook, and Second edition's obsession with insanely complex special rules. Just try firing a Conversion Beamer or Thudd Gun without having to consult the rulebook repeatedly.
The Imperial Robot rules in Rogue Trader were probably the most complicated set of rules for a single model in the history of the game (though the Imperator Titan and Mega-Gargant come close). Basically, any time they wanted to use a Robot, the player would have to create a program for it before the game started using a series of logic gates to define how it would react to various situations (no visible targets, target in sight but out of range, target in sight and in range, etc), with the robot's points cost being partly decided by the number of instructions in its program. This was about as complicated and pointless as it sounds, and might well be the reason the later editions avoided the idea; the Legio Cybernetica seemed to go the way of the Zoats and Squats.
Luck Manipulation Mechanic: In the Warhammer 40,000 Trading Card Game, numbers are printed on the cards, so a 'random' number is generated by revealing the top card of your deck. Naturally, this opens up plenty of combo opportunities with abilities that let you know (or even choose) what that next card will be.
The Imperial Infantryman's Uplifting Primer has also been published.
Depending on the Writer: In a fictional universe this big, it can't really be helped, but there are tonnes and tonnes of factors that vary wildly depending on who's writing them.
This is a frequent response to internet discussions of the "who will win" within 40K. The winner will be the protagonists of the story, regardless of the connotations of their faction.
Male Gaze: 40K can be quite sexist. Considering that it dates from 1987, and its sources from further than that, it could be considered that there is some level of Values Dissonance at work there. There are conspicuously few female models available for the game that do not feature outfits obviously designed to appeal entirely to men. There's a reason the game has a significantly higher than average male-to-female player base. Drawing attention to just how sexist the 40K universe is can be something of a Berserk Button for many male 40K fans, and will normally start a huge argument about how the backgroundis not at allsexist.
However seeing how little support The Sisters get and how often they get killed in recent fluff, this may really be a cast of Games Workshops staff being sexist.
Sci-Fi Writers Have No Sense of Scale: Has a love-hate relationship with this one. At times, distances, timescales and the number of soldiers needed to launch a sector-spanning crusade are handled "realistically", but just as often a few hundred Space Marines defend - or purge - an entire world. Of course, they are Space Marines...)
The models also have some scale issues; for example, the Leman Russ tank, compared to a Guardsman figure, has a 16-inch main gun and two 3-inch repeating cannons.
Epic had this going on with weapon-related rules; all weapons of a given class had the same stats no matter what the model looked like. This got odd with "bolters" (any bolter, sometimes two only counting for one attack dice) and "battle cannon" (the Battle Cannon in a Stormblade's sponson is a quarter of the size of the one in a Baneblade's turret, yet both had the exact same stats). This results in some weirdness when trying to scale up a Superheavy tank to 40K; a Stormhammer, for example, might have anything from 12 bolt pistols in firing ports to 24 heavy bolters.
In addition, Epic models have a tendency to be too small directly proportional to the actual size of the model; a Leman Russ is slightly smaller in comparison to an infantry figure than the 40K equivalent, while vehicles supposedly as big as city blocks tend to only have a few times the footprint of a regular tank. Perhaps the biggest case is the Imperator Titan; the Imperator model is around four inches tall, and the head has just about enough room to contain one Epic-scale Terminator figure, despite being described in fluff as containing a whole battle bridge for the Princeps and Moderati. Most likely this is because a true-to-scale Epic Imperator would be two or three feet tall.
Then again, nobody seems able to decide how tall Titans are, with official figures for the Imperator varying from Graham McNeill's books (43m) to Dan Abnett (>140m). The cover of the graphic novel Titan showing a smaller Warlord Titan features access ladders and details on the gun implying the barrels are each the size of a house, making the whole Titan over half a kilometre tall.
Another time-related example: A fair amount of the Imperium's equipment, such as some of the older Marks of power armour that are still in use by the Space Marines, is still around and functional after at least ten thousand years of regular use. Even with maintenance, that's a bit of a stretch in most cases.
Theory of Narrative Causality: Why do things keep getting worse and the factions less sympathetic? Inertia and because the writers say so.
