: - The Forward Unto Dawn is still in its H3 form.
: - Halo 4 Charon-class frigates are a redesign of the ship class by the Navy
: after 2552.
: - The ODST O'Brien who was killed on impact during "A Day at the
: Beach" was the same O'Brien from The Babysitter in Halo Legends.
: - Chief chooses to only use the BR in burst-fire mode for combat efficiency
: - The Covenant in Halo 2 are speaking Sangheili when not in the presence of
: humans. Maybe also Halo 3, in some cases (imagine Arbiter's revenge
: against Truth in Sangheili; that explains Chief's lack of a response to
: the event)
: - Cortana is still purple in Anniversary
: - The new UNSC symbol is only on newer ships
: - Every Covenant variation across the games represents a different
: subspecies, much as humans have different races, and outside of the games
: all varieties can be seen together

All of these ones, plus these:

- Mark V [B] is a prototype of the Mark V that John-117 wears
- There are several S-III groups like Noble Team
- Most of the Anniversary visuals are canon. Environments, armors, enemies. The only things that are not are the Halo ring, Cortana, and the Marines looking like Army.
- Guilty Spark always has a Marathon symbol in his eye.
- The Pillar of Autumn also uses the Marathon symbol.
- Most Elites and Hunters look like their Halo 4 counterpart, Grunts/Jackals/Drones/Engineers mostly look like Reach/Halo 3, Brutes are a combination of Halo 2 and Reach. Though differences in appearances are still canon to me as well.
- The Harvester is made up of a giant dead creature from a Covenant world, Lekgolo, and Covenant technology.
- Forerunners look more human-like than they do in Halo 4.
- Those weird Forerunner ships that are flying out of the Forerunner AA guns in SpOps are Onyx Sentinels.
- Certain parts of Fistful of Arrows. The parts I exclude are how Emile got his carved visor, and the battle at CASTLE Base (I imagine something similar happened, but not quite as dramatic).
- The Arbiter has always had mandible-guards, a shoulder-light, but also has silver armor (rather than bronze).

I have more, but I can't really think of them right now.

For the most part, it seems like people's headcanon just excludes the stuff they don't like and forces something unreasonable out of that. I like to take most things in and work with it a way that makes more sense, rather than flat out denying it ever happened. I absolutely dislike when something contradicts something else (case-in-point, Forward Unto Dawn changes), just because I want to make sense out of it, but I can't.