Throughout the 40K books Humans seem to be the main conduit for Chaos, are there any other races that worship, or have been known to worship, the Chaos Gods, either directly or indirectly (they worship a Chaos God without knowing that is what it is)?
I realize the Eldar brought about the creation of a chaos god through their actions, but this event predates the 40K books and by this time Eldar (both light and dark) no longer worship the gods of chaos.
Almost any race (with the exception of Necrons and Tyranids) has Chaos worshippers:
While Orks normally worship Gork and Mork, there are on occasion warbands worshipping Chaos goods, especially Khorne - after all his ideology is quite close to the Ork one, although Orks fight because this is "fun thing to do" rather than to spill blood for the sake of it. Other Orks, can instinctively find such boyz as un-Orky, so the life of such chaos warbands is usually pretty short.
Contrary to the popular belief, Eldars don't worship Slaanesh - for both Dark and Craftworld Eldars this would be a suicide. But that doesn't mean that they won't fall prey of the other gods - Harlequins often bring information about cut off parts of the webway or the Crone Worlds that survived in the Eye of Terror full of mutated, crazy Eldars, that (for the lack of other option) sold their souls to Nurgle or Tzeentch to prevent being devoured by She-Who-Thirsts.
Tau are mostly immune to Chaos, because they have "dim souls", which makes them almost invisible to the warp. But that doesn't mean they are completely immune: in recent years they've managed to reverse-engineer Imperial warp drive but decided to ignore the protective Gellar field. The effect was disastrous and almost destroyed the fleet from the Fourth Sphere of Expansion, who went into warp without any protection. But even before that, many Tau who were exposed to warp-tainted artefacts (or even the warp engines) were hearing strange voices... and some started to follow them, abandoning the Greater Good.
While many Kroot follow their Tau masters, there are quite a lot of independent packs often working as mercenaries. The most interesting part about Kroot is the fact, that their DNA changes depending on what they eat (i.e. eating Dark Eldar would make Kroot more agile... but also cruel) - hence their Shapers lead them in the fight against powerful beasts that can enrich and enhance their traits. While this is forbidden, some of Kroot feed on the tainted Chaos flesh (often unintentionally - human chaos cultist might look like an ordinary man), which leads to corruption - after all, the Changer of Ways would look favourably on those, who can change their flesh on demand.
Lesser races:
This race was described in the "Eisenhorn" trilogy. At some point in their history, they've been contacted by human cultists, who offered them a powerful tome called Necroteuch, which slowly corrupted the whole race destroying their small empire.
The Yu'vath were a Warp-worshipping xenos species, who built an empire of corrupted humans and were defeated in the Angevin Crusade, together with the Bale Childer, after the homeworlds of both species were destroyed by Exterminatus.
The list of sentient species is long...
There are races scattered throughout the Horus Heresy novels that worship Chaos gods or demons. They're usually only plot devices that exist for the duration of that novel though.
As far as the main races in 40k are concerned, they all have their own sort of unique quirk which gives them immunity from the Chaos gods.
There are always exceptions to these rules however. You'll find the occasional corrupted Tyranid, Ork or Necron construct here or there but for the most part, the Chaos gods focus mainly on humans. We are the easiest to corrupt and we taste the best.
But of course, in a pinch, there are always the Chaos Squats.
Yes pretty much any psychic capable race. So you know about the Fall of the Eldar most notably. so I won't go over that.
[Not much yet but will add more]
Before the Horus heresy The emperor's children exterminated the planet Laeran during the 28th Expedition. Which was home to the Laer Which where fanatic worshippers of Slaanesh.
