"Their greatest knack, its seems, is convincing us that they no longer exist."
- – Lord Inquisitor Parnival Grundvald, talking about the lacrymoles.
Lacrymoles are a xenos species with the ability to shapeshift to hunt their prey. They were believed to be extinct during the Great Crusade, but there've been many encounters after that, confirming the species is still out there.
Trying to know the shape of a shapeshifter is a rather futile endeavor in most cases, although in the few representations GW has published over the years they appear as humanoid-like, with an amphibian-like skin and bug eyes. There are theories that suggest that the lacrymoles DON'T have a true form, but instead are a mass of flesh and appendages until they take someone else's form. It is believed they live hidden in Imperial spacecraft in human form (after all, humans are the species who almost got them extinct, and are one of the most abundant prey around without the pesky psychic problems of the Eldar or the body harm risks with the Orks). They are a carnivorous species, more specifically haematophages, blood eaters. Like giant mosquitoes, they need to drink considerable amounts of blood to survive, and thus usually live alone or in very small colonies hidden in other species' populations. These parasites attack the parasited species, and after drinking their blood, they are able to turn into whoever they drank from, taking their place in society.
Confirming when Humanity's first contact with lacrymoles was is a complicated subject, as the nature of this xenos race is by default hidden and mysterious. During the Great Crusade, this species was considered dangerous and persecuted whenever and where ever possible. There is a Horus Heresy story, Forgotten Sons, where a lacrymole assassin is hired by Horus to kill the leadership of a planet (hidden in the shape of a Custodes, which makes me wonder if said lacrymole ever drank the blood of a Custodes, or the author just didn't know how lacrymoles work), thus swaying it into his influence. After the Heresy, the Imperium believed this xenos species to be gone, until Inquisitor Grundvald discovered a colony of them on the world of Betacairn. This perturbed the inquisitor so much that he inmediately called an assembly of the Inquisition's Ordo Xenos and had the Lacrymole declared to be Xenos Horrificus, and thus, hunted to extinction upon discovery. At least officially.