In one instance, a Space Marine was trying to intimidate a group of cultists. But he slipped on a banana peel (yes, somehow there was a banana peel in the 41st millennium) and landed flat on his face. The cultists were so shocked that they forgot to attack for a moment.
Another funny Warhammer 40k story is about an Ork Mekboy. He was trying to fix a big shoota but ended up attaching it to his own head instead. He then ran around shooting randomly, much to the amusement of his fellow Orks.
Sure. There was this one story where a Guardsman accidentally fired his lasgun into the air during a parade. Instead of getting in trouble, the officer just laughed it off as a 'new form of salute'.
Sure. There's a story about a Tau Fire Warrior who was trying to communicate with an Imperial Guardsman using hand signals. But they were so misinterpreted that the Guardsman ended up chasing the Tau around thinking he was being taunted. It was really funny to see the confused looks on both of their faces.
The story of the Eldar is also quite sad. Their once-great civilization has been in decline. They've lost so much to the chaos of the universe. The Craftworlds, which are their last refuges, are constantly under threat. The Eldar have to make difficult choices, like sacrificing parts of their culture and history just to survive. They see their future as a slow fade into oblivion.
One funny Warhammer 40k story is about an Ork Mekboy who tried to 'improve' a Dreadnought. He ended up adding so many random parts that the Dreadnought looked like a walking junkyard. It was hilarious when it tried to move and parts kept falling off during battle.
Sure. There was a story where a Space Marine accidentally sat on his power sword and couldn't get up for a while. His comrades had a good laugh at his clumsiness.
An Ork named Grotbag once challenged a much bigger Ork to a fight for leadership of their small mob. Grotbag was tiny but full of spunk. He started the fight by throwing a squig at the big Ork. The squig latched onto the big Ork's face and started biting. While the big Ork was distracted trying to get the squig off, Grotbag jumped on his back and hit him over the head with a stick until the big Ork conceded. The other Orks found this hilarious and Grotbag became their new leader.
There is a story about a Necron tomb world awakening. But instead of the usual menacing emergence, one of the Necron warriors got stuck in the opening of his sarcophagus and just flailed around while his comrades tried to figure out how to free him. It was a rather comical sight in the midst of all that supposed doom and gloom.
One funny Y2K story is that some people hoarded huge amounts of canned food and bottled water in fear of a total technological meltdown. But when the new millennium arrived, everything was just fine. They were left with a lot of extra supplies that took them months to use up.
One funny police K9 story is about a K9 named Max. During a training exercise, Max was supposed to find a hidden 'suspect'. Instead, he found a squirrel and chased it all around the training ground, leaving the trainers in stitches.
Sure. 'Horus Rising' is a great one. It sets the stage for a lot of the major events in the Warhammer 40k universe. Another is 'Gaunt's Ghosts: First and Only' which follows the story of Colonel - Commissar Ibram Gaunt and his regiment. And 'Eisenhorn' is also quite popular as it delves into the life of an Inquisitor.
There's a story about a Dark Eldar raid on a Tau colony. The Dark Eldar were attracted by the Tau's advanced technology. They managed to infiltrate the colony, stealing some of the Tau's experimental weaponry. However, the Tau put up a good fight, and in the end, the Dark Eldar had to retreat with heavy casualties, but they still managed to get some of the valuable tech they were after. This story shows how the Dark Eldar are willing to take risks for valuable loot, even against a technologically advanced race like the Tau.