Ganymede

Henceforth no man shall set foot upon the world, and all around shall be set sentinels to ward away unwary spacecraft. We must accept that this place is lost to us forever, and is now the eternal habitation of abomination.
-- from The Contagion of Ganymede

The largest moon of Jupiter and formerly a Forge World. The Adeptus Mechanicus infamously used this world as a test bed for stolen Squat technology, specifically their "Warp Fission" technology, wherein the Squats would use raw warp energy and process it as a form of power.

The Squats, being extremely more advanced than the AdMech, who have religious ceremonies to reboot the vending machines in the Forge World Lobbies after they eat your credits, are able to handle this technology. The Imperium is not.

The resulting breach caused a warp rift -- a miniature eye of terror -- to form on the planet's surface, and it has been declared off limits for all time.

It is somewhat difficult to understand how this came about, seeing as any annexed world (or abhuman species) must share all its technology with the Imperium, who must share it with the then Mechanicum (now Adeptus Mechanicus). Otherwise it gets forcibly taken and probably ripped out of uncompliant fools' minds. The Emperor especially is all-but guaranteed to take keen, personal interest in any Warp related technology. Either reason (annexation or the Emperor's interest) is enough to ensure there is no way for the Imperium not to understand Warp fission technology. On the other hand, this may have been intentionally screwed over at the behest of the Emperor to prevent its proliferation. Better to lose a small Forge World (well Forge Moon really) than for that risk to be carried over to almost every freaking planet in the Imperium.