Webway

The way Reasonable Marines would travel, if they could.

The Webway is an ancient structure, older than even the Eldar, which can be described as a network of highways through the Warp, or on the skein between the Warp and realspace. So, the Imperium is tragically missing a golden opportunity. Unike Imperial teleportation that throws you short distances through the Warp, hopefully arriving in one piece on the other side, the Webway allows you to walk from one side of the galaxy to the other; given that time works differently in the Webway, from an outside perspective you may very well appear to have arrived at your destination mere moments after you stepped through. The Eldar make extensive use of the Webway for travel, as Eldar souls are especially prized by daemons, and Webway travel is far less risky. Some parts of the Webway are so large that entire cities can fit in it; an abandoned city within the Webway had its own sun at its centre, and the first ring of the city was as wide as the distance between a star and its planets. Before the Fall there were port cities spread throughout the Webway, like the Dark Eldar city of Commorragh that formed a network of connective hubs throughout Eldar civilisation within the otherworldly labyrinth as well as the important Black Library. Some parts are functionally infinite in size; Mechanicum analysis of one section showed that a human would die of old age before they hit the bottom, if it existed. Other parts of the webway have, shall we say, variable adherence to the rule of physics, with gravity being purely what's under your feet at the time and distance and direction having an incidental relationship to each other. It's weirdness is at least consistent in it's unpredictability, rather than the LOLRANDOM-TURNYOUINSIDEOUT effects the Warp has on you.

Eldar have the most widespread access to the Webway. The Golden Throne was supposed to be an Imperial access point from which the Imperium could conquer the Webway for humanity (thereby eliminating the need for Warp travel, and striking a major blow against Chaos), but Magnus the Red's ill-fated attempt to warn the God-Emperor of Mankind about the Horus Heresy wrecked that part of the device. Another entry to the Webway, known as "Dark Glass", was constructed in another part of the galaxy, but abandoned shortly after being partly completed and proof of concept achieved. Unlike the gateway on Terra, this gate was partly facilitated in collusion with the Navigators, despite the fact that its success would render them redundant. It was used once by the White Scars Legion to make their way back to Terra and was destroyed under the strain, along with the poor Stormseer operating it at the time. To make matters even more grimdark, the Eldar after the Fall have lost much of the knowledge needed to repair the sheer amount of damage caused by the birth of She Who Thirsts, though some or most of it is retained within the Black Library. During their early history, the Old Ones taught the Eldar how to use the Webway and its many mysteries, but it wouldn't be until after the end of the War in Heaven that the Eldar would begin to build upon what they had inherited, expanding the Webway and discovering knowledge and power now long forgotten to those left behind. Of course being 40k, the safest form of travel in the setting had to be nerfed, with each new edition declaring how the Webway is now even more damaged and broken (why can't we have anything nice; don't worry the Imperium will eventually get handed the Webway on a silver platter, and everything will be magically fixed thanks to the power of belief/faith). The Eldar guard the secrets of the Webway jealousy for to lose it would be the final nail in the species coffin, although there are still those who bemoan them for doing so, and actively hate them for being selfish and not telling the Imperium all they know. (To be fair to the Eldar, the Imperium wouldn't even think to politely ask for their help). The Webway was created by the Old Ones, the Eldar's deadbeat absentee parents who had the gall to go extinct at hands of the Necrons and C'tan; in a seemingly in-character dickish move they may have actually shut down the existing Webway before their final demise, as the Eldar were forced to travel across the galaxy by conventional means in order to reactive it in the wake of the War in Heaven. After the Fall and a handful of millennia later, nobody really remembers all the routes anymore (apart from the Harlequins), and even if they do, there are pretty good odds the tunnels have been compromised by the Warp and infested with daemons or other, stranger creatures since the Fall or other major psychic events (remember Magnus the Red?).

Despite the loss of the Golden Throne, the Adeptus Mechanicus had shown that use of the Webway is fairly simple for humans. The Forgeworld of Stygies being able to not only operate a functioning Webway Gate, but also managing to move through with an army large enough to reach Commorragh itself. Indeed, notable examples such as Vulkan's journey to Terra was recorded, and some of the forces of Chaos, such as Magnus the Red and Ahriman took advantage of the ease of movement within the Webway themselves. Daemons and other warp beings essentially have to be very careful, as the Webway is the home of the Warp spiders, crystalline spiders that don't fully exist within the material world, when they detect the corrupting influence of Chaos they swarm the wound in reality, consuming it entirely; think of Warp spiders as the Webways white blood cells.

The Webway is like a living thing, and is in many ways similar to the human circulatory system (in fact its paths are even called arteries, veins, and capillaries sometimes). Paths move, some are lost while new ones form, etc. It even has a waste disposal system spread across the galaxy that discharges any excess warp energy back into the Materium, which tends to make things go wrong when the Imperium settles on the same worlds and bad things happen. And it still opens up to millions billions of locations around the galaxy. So, basically, the Dark Eldar and Black Librarians live there, and otherwise it's like the Warp, but (slightly) more stable. And thanks to this chucklefuck, the Necrons can use it now, but their method is unreliable and they have limited access. The Imperium and Chaos also use it to differing extents. God dammit Matt Ward! (In all fairness, this move was most likely to limit Necron growth, as using their old FTL method of inertialess drives would result in them sending fleets to invade everywhere.)