Sometimes, when looking through a codex, you notice something that seems... out of place. Maybe just a little bit weird. Perhaps a little nonsensical, even- an entry, rule, or quirk of the rules that makes you blink your eyes and say "Whaaaaa...?"
Rarely do such little surprises give you anything resembling a tactical advantage, but collecting them can be a pleasure in and of itself, as it helps to remind us that, for all its attempts at versimilitude, 40K is still just a silly game of toy soldiers. Below is a list of some of the ones I've collected; feel free to share any of your own that you've picked out.
Blood Angels
Chapter Master Gabriel Seth is one of the few naturally-Fearless independent characters of the Space Marines- or, for that matter, of most armies.
BA have the single most expensive unit in the game- thirty Death Company with Jump Packs and twin Thunder Hammers, all accompanied by Lemartes. It clocks in at an even three thousand points, which allows BA to bring the most expensive (pointwise) full Force Org Chart in the game, at 26,611 points total, beating out even Imperial Guard.
Death Company themselves are not Fleet, but Death Company Dreadnoughts and Captain Tycho in his Death Company incarnation both are. I guess they get lazy in groups.
Scout Bike squad members have a needless plethora of redundant shooting options; each model carries a twin-linked Bolter on their bike as well as a Shotgun in and, just for good measure, a Bolt Pistol as well. Since both of the other weapons are purely worse than the Bolter in every single possible situation, it makes you wonder if perhaps the Space Marines could find better ways to spend their munitions budget.
Vindicators not only come with a Storm Bolter, but can add yet another one (like all SM tanks), in case you need an extra backup weapon that you'll be unable to shoot alongside your main one. What is it with Marines and redundant weapon systems?
Grey Knights
The Brotherhood Champion, who always rerolls failed wounds thanks to his weapon, can purchase Digital Weapons. He and Crowe are also the only models in the game (other than vehicles, of course) that has no Attacks value.
The Callidius Assassin gets +1A for two CCWs now, since the Neural Shredder is classified as a Pistol. Pew pew!
The Orbital Strike Relay can not only be master-crafted, but is also not actually a Barrage weapon- not even the Barrage Bomb firing mode. One imagines a twelve foot wide beam of coherent energy lancing through the sky eight inches over the Grandmaster's shoulder and perhaps glancing off some bushes...
Karamazov comes with Rad Grenades, possibly due to sitting on top of an unshielded power plant.
Techmarines can have up to eight different kinds of grenades, although it is only possible to use six of them at once. Ran out of servo-arms, I suppose.
The Grey Knights Elites slot contains five of the six non-HQ units in the game that have a ballistic skill greater than four (not counting abilities like Markerlights that temporarily increase BS or upgrades; if the latter is taken into account, there are actually seven, with both of the remaining ones being from a single codex.)
It is possible to have a Paladin squad that contains no weapons.
Warrior Acolytes do not have access to Lasguns.
Necrons
Illumnor Szeras, aside from being terrible, has more attacks than any other Necron character, which is a bit odd when you consider he's a unique version of the shootiest of Crypteks.
Destroyer Lords have to pay points to "upgrade" a Warscythe to a Voidblade. I guess +2 Str Power Weapons with 2d6 penetration are worse than... Rending and Entropic?
The Royal Court is the only unit in the game that may be taken with zero members.
The Particle Caster is the only Pistol weapon in the Necron codex.
Triarch Praetorians are the only unit with both Fearless and Reanimation Protocols.
Tyranids
Hive Tyrants (as well as Tyrannofexes) are one of the few nonvehicle units in the game able to make three shooting attacks in a single turn.
Tervigons with the Onslaught power are one of two models able to shoot at a friendly unit.
Spore Mines are multi-title champions, having the lowest Strength, Toughness, and Leadership values in the game all at once. Amusingly, though they never Fall Back or Go to Ground, they are not actually Fearless and can potentially still be forced to make Morale tests.