Mars retrograde 1940
No retrograde period falls inside 1940. That is not an omission — the loop lands either side of the year boundary.
Why a year can have none
A retrograde recurs every 779.94 days — the synodic period of Mars. Because that does not divide evenly into 365.25 days, the loops drift through the calendar. For the slower planets a single loop can start in one year and finish in the next, leaving a calendar year with nothing inside it.
Check 1939 and 1941 — the period you are looking for will be in one of them.
Computed from the actual motion
The nearest Mars retrogrades either side of 1940
Gap across 1940
2 years between the two — long enough for a whole calendar year to fall inside it with nothing to report.Both dates are computed from the planet’s apparent motion, not taken from a table. A retrograde begins the moment its daily movement against the stars turns negative, and that moment is findable to the hour.