Is ther any Module where level 40 can be reached?
I haven't found any, most stop around levlel 30. On or offline? Besides the ones where you can tests builds? I suppose you already looked but try http://nwvault.ign.com/

To me it's seems almost impossible to make a balanced module for single player at very high epic levels. The Endless Nights series of modules lets you reach lvl 40. I've only played the latest one, Endless Nights IV. The module is based around random quests and encounters.