Has an AFL game ever ended 40-2?
Exactly once. On September 2, 1899, Fitzroy beat Melbourne 40-2, and no AFL game before or since has ended that way. When it happened it was a scorigami, the first 40-2 in league history.
That makes 40-2 the 3836th most common final score out of 6,607 that have ever occurred in AFL. One point away, 41-2 has happened never and 40-3 has happened never.