Autogun
An Autogun is a chemically-powered projectile throwing weapon (a slug thrower, durr), that can be compared to late 20th to early 21st century fire arms, though it is slightly more powerful, which is why it avoids the title of Stubber (which have virtually no improvements on World War II firearms) which are even worse than lasguns (there is not a single part of a suit of flak armor that a rifle sized Stubber can pierce at any range). Simply put these weapons use a propellant to accelerate a metal projectile to punch holes in things. It is a significantly older weapon than the Lasgun, and does not see quite as much use due to the Departmento Munitorium. So if a young and often curious Guardsmen tries and ask his superiors, mostly a Commissar (Yes, reasonable Commissars do exist) on why a Lasgun is preferred over an Autogun by Imperial Standards, they will tell you a whole list of things such as the following...Lasgun Power Packs weigh significantly less than Autogun magazines and are far more sustainable (rechargeable via heat, light, or wall outlet), Lasguns are also significantly more accurate and require notably less maintenance than Autoguns, and have no recoil, meaning even the 8-year-old baby-faced kids and 98-year-old dusty seniors that has been recruited from the Imperial Guard can fire it straight. So a big reason that Autoguns were phased out was a matter of practicality, but there is one thing the Autogun has that the humble Lasgun doesn't, it is the amount of different types of ammunition you can carry, from Incendiary to AP rounds and even HE rounds that makes the Autogun a miniature Bolter. This means that while the Lasguns are used as the more common assault weapon, the vast variations of the different ammunition makes the Autogun a tactical weapon in some sense of form. Though /tg/ rather enjoys musing that the main reason was cost (all that grimdark spent ammunition came from somewhere, after all). In spite of the ammunition problem, the Autogun still sees use throughout the Imperium (particularly among PDF forces, as they do not have the overwhelmingly massive logistical issues the Imperial Guard does), and its removal from large parts of official service hasn't stopped its development.
Tl;dr, if the Lasgun is called a 'Flashlight' then the Autogun is called a 'Stapler'.
Variants
Autopistol
Most often a machine pistol or submachine gun, the Autopistol is a single-handed submachine gun (called the Uzi Autopistol) which is frequently used by Chaos heretics (and on occasion, traitor guardsmen) and cultists who don't particularly care about accuracy or expenses and wish to be able to make noise and cause death at a close distance (the former is done better by an Autogun than a Lasgun) as they close in to use their swords. Quite fittingly, many of the autopistols manufactured by the Imperium are based off the MAC-10/MAC-11 weapon series.
Autogun
There are dozens of other Autogun models that have been created since, including more-advanced versions that use caseless ammunition. The most common variety is an assault-rifle sized version formerly used by Imperial Guard regiments, known as the Armageddon-Pattern Autogun. It can fire on semi-automatic, 5-round bursts, or on full-auto and holds 60 rounds in a triple-stacked magazine. Most versions are modded to fire specifically in 5-round bursts, allowing it to achieve 12 bursts per mag. Whilst the Autogun is not hugely damaging, its fire rate is extremely high, allowing it to quite figuratively chew through body armor at medium range. Usually they carry 5-8mm bullets like in real-life. Autoguns are commonly employed by pirates, rebel groups, Chaos cultists, Kriegers, Planetary Defense Forces, Hive Gangers, Adeptus Arbites and low-tech civilisations that are too underdeveloped to create even a simple Lasgun, which puts into perspective just how poor these people are.
In Warhammer 40,000: Fire Warrior, the Stormtroopers used by the Guard detachment on-planet uses Autoguns that have been given special armor-piercing rounds to improve their damage output, essentially putting them on-par with Hellguns. Paired with the weapon's fast fire rate, they're probably the earliest weapon you can reliably take down a Space Marine or Chaos Space Marine with, though clearly better options are available.
Autocannon
The Autocannon is the big-cheese of the Autogun family, firing enormous shells capable of tearing through bodies like a guillotine through a French aristocrat's neck. Most commonly mounted on vehicles, but also seeing use in Imperial Guard Heavy weapons teams, it possesses a worrying rate of fire, and good armour penetration, proving that even older tech can work when made sufficiently huge. It used to be much better, using what were approximately up-scaled Heavy Bolter shells to literally kill anything, but then grimdark happened and the Mechanicus forgot how to read. You know, business as usual. Basically, these autocannon shells were to today's autocannon shells what Baneblade cannons are to battle cannons. Yeah.
The standard Autocannon makes a satisfying POM-POM-POM sound as it chews up targets up to four feet away. It hits at S7AP4 and is a Heavy 2 weapon, making it statistically better than the Heavy Bolter against everything except Toughness 3 and less models. The long-barreled Hydra variation is used on the Hydra Flak Tank, and is designed to serve as anti-air support but used to chew up any cocky infantry that gets too close. Nowadays it gives warning shots that may clip an enemy if that enemy is standing right in front of it and jumps up and down screaming "SHOOT ME" (and even then might miss). Fortunately, it has an additional two feet of range, so while it only has one job, it tends to do it pretty well.
Then there is the Reaper variant, which only the Chaos Space Marines get because Assault Cannons were discovered after the Horus Heresy, and everybody Imperial promptly thought they were cooler than the Reaper Autocannon. This is an infantry-portable, twin-linked Autocannon that wants to put its shells in your face at 36" or less. Scary for light vehicles and monsters, the Imperials were right (for once) to switch to the Assault Cannon for infantry fighting. Fluff-wise it's mostly popular due to it's reliability and durability, capable to operate for years without repair and heavy maintenance, while also often being used as a heavy club in close combat - compare it to the rapier assault cannon, which needs it's barrels to be replaced after each battle or else they would jam or even explode.
Then at some point, the Traitor Legions and their Dark Mechanicus pals looked at the Reaper Autocannon and asked, "How can we make this even more rapey?" So they came up with the Helstorm Autocannon, which apparently can only be fitted to vehicles and aircraft such as the Hellblade due to its sheer rate of fire. It has the same profile as the Reaper except for firing an extra shot per attack and adding delicious Rending because fuck assault cannons. Now if only GW would let the forces of Chaos get their collective shit together and replace every vehicle mounted heavy bolter with S7 AP4 Heavy 3, Twin-linked, Rending.
Also because Chaos likes to add daemons to things, and daemons make things goofy, Chaos Space Marines have access to another vehicle-mounted variant, the Hades Autocannon, which bafflingly can only be mounted onto a dinobot. Fieled onto a Heldrake for air support or in pairs on a Forgefiend for heavy support, the Hades Autocannon (R36", S8, AP4, Heavy 4, pinning) suffers the Reaper's slightly gimped range compared to the vanilla autocannon, but is slightly stronger and can pin units (but don't count on pinning too much); while it's not twin-linked like the reaper, having double the firepower more than compensates. A Forgefiend can mulch most infantry short of Terminators, pounding through power armour on sheer weight and power of fire, can make most Monstrous Creatures' lives flash before their eyes, and can hurt even a Land Raider or Monolith. It's almost a shame that the average Forgefiend isn't known for being a phenomenal shot.
Assault Cannon
The Assault cannon is an Autogun with an outrageous rate of fire, meaning it has to have rotating barrels to stop them from melting. It also fires unique, diamond-hard rounds at significantly increased velocity, resulting in far greater stopping power and penetration. The upgraded weapons system was found post-Heresy, meaning that Chaos doesn't get these meat-grinders (although Obliterators do). Primarily used by Space Marines as anti-infantry weaponry on Terminators, Dreadnoughts, and various other vehicles and aircraft. The assault cannon might actually be a stub-weapon, as some art shows it ejecting spent casings. Only War and several other sources show that there is a difference. Auto-weapons are (usually) caseless and can be anything from merely caseless, chemically-propelled rounds, to railrifles and gravitic-accelerated projectiles. This is also why Macrocannons are auto-weapons, as their shells are magnetically propelled. Of course, knowing the Mechanicus, there are probably examples of both auto-weapons and stub-weapons for all solid-projectile weapons of the Imperium.
Psycannon
It's an assault cannon firing psybolt ammunition with gravitic suspensors to make it easier to wield. While it has shorter range than a heavy bolter or autocannon, in mobility, rate of fire, and wounding capability it is strictly better than a bolter or heavy bolter; it does more damage, on average, to any possible target than an autocannon, despite having the same strength and AP. Depending on which variant you use (see below), it can also be strictly better than a storm bolter. It fires powerful bolts loaded with psionically-resonant warheads; the Grey Knights' version of the Land Raider Crusader ripped out the twin-linked assault cannons in favor of a twin-linked psycannon! Even frontal tank armour can simply melt away under the onslaught of 4 S7 rending rounds.
Because GW are total idiots, psycannons have different profiles based on which codex they come from; Inquisitorial psycannons are drastically better when fired by non-Relentless models, even though Grey Knights are the Chamber Militant of the Ordo Malleus. Unfortunately for the Inquisition, only terminator Inquisitors (Ordo Malleus upgrade) can take psycannons. meaning that there is no difference between them, given that Heavy and Salvo are functionally the same on Relentless Models.
Inquisitorial Psycannon: Strength: 7 AP: 4 Range: 24" Type: Assault 2, Rending OR Heavy 4, Rending (terminators always use the Heavy 4 profile)
Grey Knight Psycannon: Strength: 7 AP: 4 Range: 24" Type: Salvo 2/4, Rending
Rotor Cannon
The direct ancestor of the Assault Cannon, firing smaller-caliber, less-capable ammunition and to date only seen in 30k. Unfortunately it is much weaker than its more recognizable descendant, with only half the stopping power (in fact it is on par with the standard Autogun and outclassed by the Heavy Stubber) and much less armour-piercing ability, despite having the same shot output most of the time. About the only advantage it has over the Assault Cannon is the fact that it is man-portable by both Power-Armoured Astartes and unaugmented humans, whereas the Assault Cannon requires the user to wear Terminator armour or a vehicle mounting. Based on the stats, it presumably fires similar rounds to an autogun (which is analogous to a modern battle rifle) but at a much higher cyclic rate, so it probably has some similarity to an M134 Minigun.
Punisher Gatling Cannon
The most dakka in the game that isn't the Titan mounted Vulcan Mega-Bolter. In fact, so much it doesn't go "dakka, dakka" it goes BRRRRRRRRRRRRRRRT. Able to churn out more shots than a squad of Tactical Marines at even greater strength, this baby will melt down any block of infantry it comes across and can even threaten Monstrous Creatures by the sheer volume of fire they put out.
Gatling Blaster
Strapped to the mighty Reaver Battle Titan and above, this is the weapon you field when you need the biggest dakka the Imperium of Man has to offer, it's basically an Assault Cannon, except that it fires Battle Cannon shells rather than bullets, yeah... this is what you get if you thought about the Schwerer Gustav using Gatling Technology.
Macro Cannon
The Biggest of the Big. 'Macrocannon' seems to be a catch-all for any auto-type weapon larger than a Gatling-Blaster, ranging from fortress mounted field artillery to the literally apocalyptic, cathedral sized weapons found on voidcraft. As is clearly evident, it causes a quantity of Rape proportional to its size, but even the smallest land-based Macrocannons are capable of laying waste to mostly everything, including flyers. It is at its basest an auto cannon that fires bullets from the size of a man all the way up to the size of a Baneblade, depending on the weapon's calibre, no serious, and since this is the Imperium, instead of an automatic reloader, they need dozens of slaves to move each bullet for the ship-mounted Macrocannons (heretical theories suggest this is either because it is actually cheaper for the Imperium, which is overloaded with humans and not resources, or because they are stockpiling resources, or because they are cutting down on chances of daemonic incursions through humans by putting more of them in the killzone, or they are testing to see just how far people will comply with slave-labor in a totalitarian state, or, most heretical of all, some suggest it is a bureaucratic screw-up with paperwork). Provided calcs for these weapons can go to 10 Gigatons right down to the measly 50 Tetra-joules...*sigh* Games Workshop never fails to surprise us. But if we use the picture to the right as a reference for size, and estimate the shell as a solid slug of density equivalent to lead, launched at a planet from geosynchronous orbit above an Earth-like planet (36,000km), you're looking at somewhere in the region of 50 Tera-Joules of energy when it strikes the ground, or slightly less than the Little Boy dropped on Hiroshima (and that's just from gravity, not including launch energy). About fifty or so of the land-based Macrocannons would equate to one ship-mounted Macrocannon, or one point of firepower in Battlefleet Gothic. Oh yes.
Gallery
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Autoguns - Better Than Your Crap Flashlights!
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A typical mass produced model.
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Traitor Guardsmen armed with Armageddon-pattern Autoguns and Autopistols. You know you want 'em.
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The Punisher Gatling Cannon and its tank. Sometimes you just need a little more gun.
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The Gatling Blaster. For when you need big dakka.