From what I can tell, in the 40k verse, there are approximately 0 sentient, sapient races capable of forming sustainable long-term governments/societies without everything falling to shit, if they lack some sort of strong/magical authority figure. At least, on a large scale, I think.
Though maybe that's just cuz' eventually no matter what something is bound to go wrong.
War in Heaven/Necrontyr, Slaanesh's birth/Fall of Eldar Empire, Humans/Mankind in general, the Men of Iron and the Age of Strife in particular (though I cannot quite remember whether it was the Dark Age of Technology or the Age of Strife that was kicked off by the massive warp storms and whatnot), Orks in general, Orks in specific, the Mon'tau, moot point for 'Nids...
Except humanity. There are numerous examples from Great Crusade such as:
Conservation - alliance of anti-Terran Human civilizations that somehow survived the Age Of Strife and were wiped out by Emprah himself to give an example.
Interex - HIGHLY advanced society that used power armour even more advanced than Space Marine one, used some kind of crossbow-like weapon which fired bolts of lighting piercing turning tanks inside out with ease, etc. They were devoted to fighting Chaos and would become total bros with Imperium but then Erebus exploded shit and they thought Horus and his Luna Wolves were tainted by Chaos (at the time, they were wrong) so they got wiped out when rest of Crusade arrived.
Diasporex - nomadic civilization consisting of humans and aliens, had Democracy and were pretty advanced in terms of spaceships and stuff. Fucked over by Imperium because they didin't want to leave their alien allies. Famous last words - "We only wished to be left alone".
Olamic Quietude - Cyborgs, kind of like hivemind except with total democracy, their main fighting force was nearly complete cyborgs called
Super Robusts (SIC!).
Auretian Technocracy - had at least one working STC, after 10 months of fighting with Imperium they got Exterminatus'd.
47-16 - similar story to Interex, except that they actually worshipped the Emperor despite never being part of Imperium but then of course Lorgar exterminatus'd them. The 47-16 is just a designation, we have no idea what was their name before the destruction.
Sixty-Three-Nineteen - planet orbiting an yellow sun, it's people claimed to be the true Earth, after encounter with Imperium some guy who claimed to be the true "Emperor" also popped up but that's a different story.
There was also Sarosh and Gordian League but I don't have much idea what was it other than that Dark Angels were busy killing them when Isstvan III happened, also I'm not even mentioning the whole Imperium Secundus bullshit because Guillman and rest of Loyalist Primarchs backpedalled out of it.
From more modern ones there was Adrantis Five, hyper-fucking-advanced, even Lord Commander Solar Macharius had to finally Exterminatus their capital planet with redirected comet and was bitterly resentful that so much knowledge was lost. Macharian Crusade also conquered Elaric Combine, heretic Hectacore, space-jihadists Krull, and Hegemony of Iskander. Araneus Continuity was a bunch of planets subjugated by Imperial Fists and their capital planet, Araneus, would later become Necromunda. There is also Severan Dominate which split off the Imperium and holds all possible enemies at bay
while being fucking stylish because they're fucking Romans even more than Imperium.ALSO HOLY SHIT NEW IF THE EMPEROR HAD A TEXT-TO-SPEECH DEVICE!
HOOOOLLLYYYY SHITTTT, THE GOLDEN THRONE IS CLOGGEEEEED!
EDIT:
HOLLY SHIT IT'S PRETTY RELEVANT TO WHAT WE WERE TALKING ABOUT BEFORE, IT SEEMS
EDIT2:
HOHAHAHAHAHOHEHOHAHAHAOHEHOHAHAHAHOHAHAHAHAHOHEHOHAHAHAOHEHOHAHAHAHOHAHAHAHAHOHEHOHAHAHAOHEHOHAHAHAHOHAHAHAHAHOHEHOHAHA