I’ve got a small mountain of nice 10s MTB hubs, and a new CX bike with 11s, are there any cassettes that will fit that aren’t 40t? Or do I just have to lose a sprocket from the cassette?

The new ultegra cassette will fit.

Road 11sp is longer than a standard 10sp free hub.  This is basically because when they needed to fit the extra cog, Shimano added length to the road standard but because the MTB cassettes were so much wider at the low end it was feasible to add the space at the low end and thus the cassette sits a little closer to the spokes.

Some 10sp free hubs were already longer than standard (eg, Mavic)

As a general rule, if you need a spacer to fit a 10sp MTB cassette to the free hub, an 11sp road cassette is probably fine, otherwise probably not.  If the old hubs have interchangeable free hubs in which case you can swap and fix the issue.  Hope have a handy little guide on their site for their own stuff.

^^^This^^^

No, this

https://www.bike-components.de/en/Shimano/CS-HG800-11-11-speed-Cassette-p58013/

Or, as above Mavic “10” speed. It’s not technically quite the right length for 11 speed IIRC, but not enough in it to actually make a difference.

Actually, both.  😉  the new Ultegra cassette Ghostlymachine mentions is a special case and is a ‘road’ cassette that fits like a MTB one – so it’s got the lowest gear closer to the spokes.

I’ve heard it causing fit issues on some wheels presumably due to hub flange size and spoke angle, so it may not be a universal solution but it is one that exists.

I swapped out a 10 speed cassette for an 11speed 11-42 on a Hope Pro2 hub without issue.  Guess I was just lucky?

Nope, the 11-42 or any other Shimano, Sunrace etc MTB cassette fits anything that a 10sp cassette does, as above… 🙂  It’s road cassettes that are the problem here as apart from the new 11-32 Ultegra they expect a longer free hub body.

AFAIK, many of the 40T Hope Pro2Evo rears and all of the Pro4’s shipped with the new style of Hope free hub body which fits 11sp road but needs a spacer for any MTB cassette – if in doubt what you have on a Hope hub, follow the Hope link above and compare the bottom of the splines to what you have.

either new ultegra 11-34 as mentioned above, or get a new freehub body depending on the model of hub you have.

I machined 1.5mm off an 11-30 cassette to fit it on an old Hope Pro2 with no issues – raced it multiple times.