The end of life of TYPO3 4.0 was announced as a kind of footnote at the bottom of the security bulletin released on October 22, 2009. This triggered some discussion inside the Core Team and it was decided that the end of life of a given TYPO3 branch deserved an official announcement.
So this is now the official statement: support for TYPO3 version 4.0 has ended with the release of version 4.3. Bugs had not been fixed in this branch for a long time already, but this means that security patches will not be applied anymore either. TYPO3 administrators still running 4.0 or older are strongly encouraged to upgrade their web sites.
The same security bulletin also announced the end of life for TYPO3 4.1. This was revised in the new maintenance policy. Critical security fixes will be applied to the 4.1 branch until 4.4 comes out. However please mind that the end of life of version 4.1 is still rather near in the future, so you may want to consider upgrading all sites running that version.
Please refer to the new maintenance policy for more details. Also look at the new version matrix which gives an overview of all recent TYPO3 versions and their level of support.