I popped in some ideas in your other thread
here, but let's see. You are looking for more of the fringe elements, or one-off mentions of things in the fluff, yes? Things like the Ash Wastes of Necromunda (and the Nomads who wander them), the various mercenary groups and races that fight for and against the Imperium, the lesser known factions of the different military forces around, and civilians in general?
So to name just a few off the top of my head:
Imperial:
The two lesser known assassin temples of the Officio Assassinorum (Vanus and Venenum)
Check the Necroumunda rulebook (free download on
GW site) for fluff on some very interesting characters. I mentioned most of them in the other thread).
Figures surrounding the various civilian or bureaucratic aspects of the Imperium. Agents of the Munistorum, for example.
The Imperium has billions of worlds, from all shapes, sizes and setups. Forge-worlds, Agro-worlds, Hive-worlds, Feudal Worlds, Post-apocalyptic worlds, etc.
Space Marine chapters have chapter serfs to do their bidding.
The Imperium has commerce. In the underhives of Necromunda, Guilders are the keepers of said commerce.
The Inquisition has a multitude of little factions here and there, some of their beliefs are quite fascinating. You can get the Thorian Sourcebook for Inquisitor as a free download from
GW's site (it's under the specialist games stuff, there is a lot of valuable fluff in that section).
Tau:
Earth Caste Scientists
Water Caste Diplomats and Negotiators
Air Caste pilots and Space vessel captains
Nicassar and Demiurge (I mentioned these already in your other thread)
Vespid (There was a fantastic conversion of one of these in the Pimp My Wizard
40K competition.
HF Izanagi did it, I think)
There's a whole host of "lesser races" that are members of the Tau Empire, and are likely not in the military. There are human auxiliaries to Tau military forces.
Orks:
Take a look at the old GorkaMorka stuff for some inspiration.
Grot Rebellions
Ork Freebooters and mercs
Ork Khorne worshippers
Tyranids:
There are vanguard organisms that have been separated from the Hive mind for a while (Catachan Devils are heavily implied to be a form of Tyranid)
Genestealer cults
Eldar:
Well, they have corsairs/pirates. Not sure what else
Chaos:
Cults, subversive activities, demons, chaos space marine renegades, traitor legions, a whole host of chaos McGuffins.