Popular Photography magazine (and website) reports that the new entry-level Nikon D40 digital SLR camera no longer includes a built-in motor for autofocus lenses. The article points out that omitting the motor makes the camera body smaller and lighter (and, I would add, probably cheaper to make), but it prevents the D40 from using a lot of existing lenses, both those made for other Nikon DSLRs and those made for older Nikons. See the compatibility listing by clicking the Tech Specs tab here.
If you’re considering buying a D40 as your first Nikon SLR, limited compatibility with older Nikon and Nikon-compatible lenses might not matter (although current Tokina and Tamron lens lines won’t work, Sigma makes lots of lenses featuring HSM motorized autofocus that will).
However, if you’ve already invested in Nikon lenses, and especially if you want to use some classic Nikon F-series glass on a modern SLR, the D40 (6.1MP) or its higher-resolution sibling, the D40X (10.2MP) is not the best choice.
Sigma lens fans can read the compatibility listing here.