Here's a selection of books that have greatly influenced the Warhammer universe that we know and love.
Lord of the Rings by J.R.R. Tolkien: This influence is more evident in the Fantasy universe, but 40k still has the archetypical Men, Elves, Dwarves and Orcs in space.
Book of the New Sun by Gene Wolfe: This series of 4 books (and its coda, Urth of the New Sun) is set in the far future. Technology is stagnated in this series and the world is dying. The similarities seem superficial, but the terms Wolfe used were borrowed heavily by 40k. Though none of the terms are coined words (Wolfe likes to use archaic terms for things), it's no coincidence that many of them appear in the 40k universe. They include Carnifex, Lictor, Autarch, Zoanthrope and Terminus Est (the name of Typhus's flagship). There's even mention of a weapon which suspiciously seems like a power weapon.
Dune by Frank Herbert: Now we're getting into the heavy influence. There's enough here for a whole post dedicated to this book alone. To begin, there is a guild of Navigators who guide ships through interstellar flight. The word lasgun comes from this book. Later on there is a God-Emperor. Thinking machines are prohibited. At one point, technology and mankind become stagnated. I haven't read this series in a while so I've probably missed many similarities, this is merely what I can remember.
Honorable mention goes to Starship Troopers. I haven't read it but from what I hear it's got some similarities.
So what are some other books that have obviously influenced the game that I need to put on my reading list?
All images from Amazon.com