As Dave indicated most consumer trailers are built with little excess capacity. On an overloaded axle you won't necessarily see spring/bearing/brake damage due to overloading.
This is often a result of manufacturers wanting to limit inventory and the number of different parts on hand. For instance one manufacturer uses the same bearings in their 3500# axle as they do in their 7000#, the same is often true for springs - many 3500# axles use the same springs as 4000# axles.
You will however see the tire camber going from positive camber to negative camber and frequently will see the axle tube arc downward due to overloading. (Many have an upward arch with no load so when loaded the tires will have little to no camber)
Large negative camber will cause the inboard edge of tires to wear.
Best image/diagram of this I could find is available here.
http://www.etrailer.com/Merchant2/graphics/00000001/pics/q/u/qu47906_800.jpg
(Couldn't find any live photos but usually you can see this at home and garden centres on weekends as people load up their little utility trailers with a few yards of soil!)
Over time a seriously overloaded axle will continue to bend downward over time due to fatigue, increasing the negative camber and cause tires to wear more rapidly.
The original poster while overloaded is not grossly so. 4000lbs - 400= 3600#
Assuming whole trailer weight was on scale at the time - axle and tongue. Tongue weight assumed 10%. Carried by tow vehicle axle not trailer axle. Moving more load forward to get a tongue weight of 15% - 600# would mean the axle isn't overloaded at all.
One other issue in relation to the original question - if going to load range E tires make sure that the new rims are rated for that tire pressure - not all are.