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Its very easy to find games at the Tower Center GW on Saturdays, usually there are quite a few people milling about with 40k. Inside DC itself its hard to think of any besides Reiter's bookstore (which does open gaming but they have limited space so its mostly smaller games!)

There's DreamWizards in Rockville but unless it has improved drastically over the past 5 years or so I don't know that I would recommend it.

Games and Stuff in Glen Burnie is a bit of a drive from DC (it's in the suburbs of Baltimore city) but is an excellent game store with all kinds of stuff going on.

What kind of games are you looking to play?

Reiter's Bookstore in downtown D.C. also has 40k stuff, near George Washintgon Uni. Game club meets on Saturdays, 12-5.

The store finder is always useful

https://www.dakkadakka.com/core/store_finder.jsp

I like Compleat Strategist and victory Comics both in Falls Church, VA, about a 10 minute drive from one another.

VA side of DC has Curio Cavern in Springfield, though haven't been there in a while, was mostly cards and warmahordes when I went. Further out there's the Island games which is...okay, but very small crowd in Chantilly, and the VERY nice Huzzah Hobbies out in Ashburn.