The United States government has effected tremendous social changes in the last four decades. Beginning with FDR's social programs, the welfare programs of the US swelled under the presidency of Lyndon Johnson and his "Great Society." Now, there is a health program that is of a magnitude comparable to no other program. Government has championed the civil rights of racial minorities and women and gays. Laws have been effected regarding hiring, pay equanimity, and rights on the job with huge bureaucratic agencies such as the EEOC to see that hiring practices, treatment on jobs, etc. are fair. Compulsory education has been made into law, as has the NO CHILD LEFT BEHIND law.
Intervening in the automobile industry, the US government under the watch of Jimmy Carter bailed out a failing Chrysler Corporation; now, under the present administration both Chrysler and General Motors have been saved from insolvency. The government has also intervened in the banking industry.
Since the World Wars, the U.S. has become the watchdog of the world and intervenes in ethnic disputes as well as attempting to bring democracy to countries to whom the concept is unfamiliar. The government provides much foreign aid. It intervenes in education with the No Child Left Behind.
Behavior is legislated when it was not in the 1940s. Whereas it was simply unethical to engage in insider-trading, for example, now it is illegal. It is a law that a driver and /or passenger ride with seat belts fastened.
Departments such as the Federal Drug Administration and the USDA seek to protect people through safeguards put on the purchase and quantity of certain things. The government is much more involved in people's lives.
Immigration laws are much more relaxed now compared to in the 1940s. More and more taxes are being applied to goods in the U.S.
I am going to presume that the focus is American government. I would say that one of the major changes in our government is that there is a greater attempt to representing as many interests as possible. I sense that there is more of a desire to ensure that government represents the heterogeneity of the nation. In the 1940s, there was not an issue with representation because people did not see it as a concern. The drive to ensure that as many voices as possible are included in the calculus of making decisions is one significant and seismic shift in government. Another change is how politicians have to be mindful of the media in carving out positions and drafting legislation. Given the demands of the 24 hour news cycle, the internet and other modes of communication that can help to spin a message or destroy one, politicians have to be more mindful of their perception and relationship with the media than in the 1940s.
Assuming you are referring to the American government, and dovetailing on the previous answer, one can say two other major changes in government in the last seven decades has been the sheer size of it, with hundreds of thousands of additional employees in dozens of federal agencies, and a huge growth in government spending and debt. World War II and the Cold War, combined with large social programs and social safety nets increased the national budget eventually into the trillions, and the national debt to the $12 trillion figure it stands at today. The tax burden consequently increased until the 1980s, when it started to slowly decline again, while spending and the debt still increased.
The major change is that government is much, much bigger and more involved in our lives today (assuming that you are asking about the US government).
In the 1940s, for example, there was Social Security but there was no Medicare and no Medicaid. There were not any government efforts to prevent people from smoking or from eating the wrong kinds of food. There was much less in the way of regulation of business as well.
Since the '40s, government has gotten to be involved in many more aspects of our lives.