From Lexicanum

The ρ-class research stations are listed in the classification system of Imperial worlds, but are not worlds themselves. Some are based in orbit around planets or on asteroids, or on worlds themselves, such as dead worlds or death worlds. Types of research stations include actual laboratories, as well as surveillance posts for defensive purposes. Populations range from 100 to 500,000, and tithes are typically Aptus Non.

Notable Research Stations

• Arx
• Fornoth
• Lucan (Space Wolves homeworld)²
• Purgatory
• Sentinel V
• Ymgarl (first contact with Genestealers)
• Tyran
• Hydra Cordatus

Source

• ¹:Warhammer 40,000 3rd Edition Rulebook, p. 115
• ²:Warhammer 40,000: Rogue Trader

Worlds of the Galaxy
Imperium	Adeptus Astartes Homeworld • Agri World • Cardinal World • Civilised World • Dead World • Death World • Desert World • Feral World • Feudal World • Forge World • Hive World • Ice World • Industrial World • Jungle World • Mining World • Ocean World • Paradise World • Penal World • Research Station • Shrine World
Xeno	Xenos World • Daemon World • Exodite World • Tomb World • Maiden World • Crone World • Ork World • Tau Empire • Craftworld