40k is a walking retcon. You would be incredibly hard pressed to find an aspect of 40k lore that's been around since the inception and not been retconned.
But here's a list of highlights!
Just recently, the Rogal Dorn Tank was added to the game. A brand new model of tank never seen before. The lore explanation? It's a big galaxy, of course you haven't seen everything.
The old Squats (Space Dwarves) retconned out of existence in 2nd edition were brought back as the Leagues of Votann! Turns out they've just been chilling in their empire in the Galactic Core for the past 10,000 years and no one who bothered to check came back alive.
The Beast, the big Ork Warboss rivalling the power of an Ancient Krork, who united so many forced of Orks against the Imperium and set the precedent for what many Warbosses strive to do, and established the major modern Ork Kultures/Clans, is actually SIX different Orks.
On the topic of The Beast, the creation of the Deathwatch was retconned to be the Imperium's reaction to almost being decimated by The Beast, instead of being created by a group of Inquisitors during the Apocryphon Conclave of Orphite IV.
The Tau, the little blue aliens running their little upstart empire, just full on didn't exist before 3rd edition. But even after that, they had FTL travel capabilities. Up until they didn't, which is currently the canon for them. (Well, they've got very minor FTL attempts that don't tend to go well).
Don't even get me started on the major recton about the Necron and their C'Tan Overlords/Slaves.
Plus there's that whole thing about Abaddon's 13th Black Crusade. It's happened twice now. The first being a major real world event that GW ran, but retconned because the results were (probably) faked. Then, the newest version from the tail end of 7th edition, also retcons his previous 12 Black Crusades, not to be failures, but secret successes preparing for the 13th.
Hell, the entire reason the Emperor is even interred in the Golden Throne was retconned all the way back in 2nd Edition!
I could go on and on. I'm sure you get the point though.