Catgirl
The catgirl is one of the most iconic forms of monstergirls in the known world, with a popularity that transcends multiple media and which means many actually don't recognize them as such, since catgirls are often held up as more of a "cute Japanese thing". They are endemic in Japanese media, especially fantasy settings ranging from classical to urban to star opera, and because of this, there are those on /tg/ who don't accept them as legitimate fantasy creatures, deriding them as Weeaboo.
Because Games Workshop never gave a definitive description for Felinids from Warhammer 40,000 other than the fact that they're abhumans and have a suggestive feline name, /tg/ likes to imagine them as catgirls. So if you see an Imperial Guard regiment with cat ears and the player insists it's canon, that's why.
Though there are no official RPG settings that feature catgirls as a playable race, they can be easily adapted in many settings. The notorious Pooka of Changeling: The Dreaming can easily be adapted into catgirl form, as can certain others -- hell, there's an entire catgirl kith called the Nyan. Likewise, Changeling: The Lost has kiths/seemings you can spin as catgirls. Dungeons & Dragons and Pathfinder have the Catfolk, a race that while officially looking more like anthro cats can be easily reskinned as this. Big Eyes, Small Mouth, being "the anime RPG", of course lets you design catgirls as fantasy races or aliens. These are just a couple of examples. Also there is a /tg/ homebrew rpg for them, named CATastrophe.