The sixth edition Eldar codex introduced a new unit called the Wraithknight: a Humongous Mecha piloted by a sole Eldar... who just happens to have lost his/her twin, whose soul was kept in a Spirit Stone, which in turn powers the whole construction. As the time passes by, it is quite possible for the pilot to mentally merge with the construction, thus never able to be separated from it. Sound familiar?
The many battlesuits used by the Tau were intended as a broad homage to mechaanime.
The Adeptus Arbites are the Imperium's police, with big guns, eagles and ginormous shoulder pads. Also, the Ciaphas Cain novels reference a holodrama called "Arbiter Foreboding," with the title character being known for carrying a big gun.
Void shields were clearly picked up from the Apocalypse War storyline.
The 5th ed Space Wolves Codex has Logan Grimnar who isn't one. But it also has a different Logan mentioned in the backstory who fought with dual Lightning Claws. You know, like thatLogan. Also, it's not at all a stretch to think of the Wulfen as 40K's version of Wolverine in the middle of a berserker rage; the Wulfen pack leader◊ especially looks the part.
The Doom Legion is a Space Marine chapter painted primarily in metal with green highlights. As a result, they bear more than a passing resemblance to another Doomy-character. They also are similarly named to the Legion of Doom from the Superfriends show.
Dark Heresy: Ascension has a quote by Vindicare Assassin cognomen-designate LIIVI, which in itself doesn't sound very weird. However, if you snoop around fanon, you'll see that LIIVI also appears in the popular 40K Fan FicLove Can Bloom, where he falls in love with Farseer Taldeer from Dawn of War: Dark Crusade. The picture on the quote's page also shows a Vindicare Assassin and a female Eldar Farseer, just to drive the point further. To really drive the point home, LIIVI is quoted as saying "one chance is all I need", one of the Vindicare's voice clips from Dark Crusade.
The entire Necron race is one big Shout-Out to the Terminator franchise, especially their SkeleBot appearance, the (formerly) extreme hostility to organic life, and their "Reanimation Protocol" rule, which used to be called "We'll Be Back".
One of the elite fighting forces in the Imperial Guard are know as the storm troopers, and most wear fully enclosed gas masked helmets. The Imperial Guard also heavily relies on lasrifles that are essentially blaster rifles in all but name and reloading mechanisms.
The latest Imperial Guard codex states that some members of the older members of the Cult of Mars are "more machine than man".
In first edition, back when Warhammer 40k was Rogue Trader, they had a canon character named Obi-Wan (an Inquisitor). Not to mention the main protagonists of the setting are an Empire ruled by a morally ambiguous (extremist rather than evil) Emperor...
In the Blood Angels codex, there is a story about a Librarian defending a world from a Tyranid fleet. It specifically states that his "force can't repel a Tyranid onslaught of that magnitude."
To the Star Wars EU: The Rogue Trader-only Rak'Guls are apparent references to the mutant Sith race of Rakghouls.
The Tyranid Genestealers from 5th Edition onwards draw heavily from the Xenomorphs; there was even an option to give the Broodlord (squad leader) acid blood.
Catachan Jungle Fighters are all Ramboes, from the huge muscles to huger guns to the lack of respect for authority figures, with a bit of Predator when fighting aliens. Oh, and red headbands are quite a popular fashion accessory.
Sly Marbo doesn't even try to hide it, being repeatedly referred to as a One-Man Army.
An uncharacteristically subtle one in the second edition of the Forge World supplement Imperial Armor Volume 2: War Machines of the Adeptus Astartes, so much so that it may have been a coincidence: the rules for the Spartan Assault Tank are on page 117.
The fifth edition Necron codex makes mention of a planet called Eden Prime.
The same codex also mentioned a Necron cyber-warfare device called the "mechanophage", a shout out to Mass Effect's Genophage.
The basic combat gear of Tau Fire Warriors is clearly based on Brataccas.
One of the Tyranid Swarmlord's names is stated to be "The Destroyer of the Kha'la Empire". There is also a unit upgrade called "adrenal glands".
Rumour has it The Rock, the remains of Caliban which house the Dark Angels' fortress-monastery, was named after a gay bar near Games Workshop's headquarters. However, it could also refer to Castle Rock on which Nottingham Castle is built. That's just round the corner from Games Workshop's old headquarters and has a warren of tunnels carved into it including the oldest pub in England, Ye Olde Trip, where the Angels of Darkness launch party took place. It would make sense though, since Lionel Johnson was openly gay.
The entire story of Lord Commander Solar Macharius is cleanly ripped off from the biography of Alexander the Great.
In the 3rd edition Craftworld Eldar book, the section on the craftworld Saim-Hann has a footnote consisting of an Edit War about how to properly pronounce it that refers to the oft-fumbled pronunciation of Samhain.
Most of the Space Wolves fluff derives from either Norse Mythology or mythology concerning wolves from around the world.
It has been argued that the current biggest Ork in the galaxy and ravager of a massively industrialized planet, Ghazghkull Mag Uruk Thrakka, is a Take That towards Margaret Thatcher; it's denied from official side though, since "we just wanted to forget about The Witch, the real names come from a drunk RPG session where we used characters with names similar to what you know".
Many Imperial Guard regiments are basically the snazzy uniforms and laughable combat tactics of various periods of Earth warfare: the Praetorians are extremely disciplined, red-uniformed and pith-helmeted chaps with astounding mustaches from British armies, Kriegsmen are World War OneGas Mask Mooks taken Up to Eleven, the Tallarn are Arab Legion, etc.
Ye cannot live for yourselves; a thousand fibres connect you with your fellow-men, and along those fibres, as along sympathetic threads, run your actions as causes, and return to you as effects.
In addition to their American movie inspirations, the Catachans must have Australian in them too, given the place's reputation. Not to mention Catachan Barking Toads and the Australian military's history in the jungles of Malaya, New Guinea and Vietnam. Plus, the organization of Catachan infantry companies practically mirrors that of the WWII-era Australian commando Independent Companies.
A quote by "Helem Bosch" that foreign travel narrows the mind wonderfully is a takeoff on Helen Bosch, who wrote that foreign travel broadens the mind wonderfully.
In the new Skitarii codex one of the relics of Mars is called the Skull of Elder Nikola. In the description it is said to be from "the early days of mankind, when primitive Terrans had barely evolved the ability to conjure light."
Some Necron units and vehicles use Tesla weapons, which fire a kind of living lightning.
The Necrons main weapons are called Gauss weapons, after mathematician Carl Friedrich Gauss, renowned for his contributions to many fields including analysis, differential geometry, mechanics, and astronomy.