Theocracy
A theocracy is a form of government in which religious authority dictates secular authority. Basically, priests and nobles are one in the same; there may be secular authorities below them, but ultimate power lies in the hands of the clergy alone.
In settings where divine magic is a thing, theocracies can often overlap with the concept of magocracy; after all, surely the most powerful wielders of divine magic are those closest to the divine, and if your entire leadership structure is based on proximity to the divine, those are the people with the best claim to the throne.
This isn't necessarily always true, but usually, theocracies where power and authority aren't tied to magical power despite divine magic being a thing are supposed to come off as hypocritical villains - see the infamous Cult of Entropy in the Forgotten Realms.
Theocracies tend to be either monotheistic - holding to the belief that is only a single god, or else they are henotheistic -- don't worry if you've never heard that one, it's pretty obscure outside of religious studies. Basically, henotheists acknowledge that there are multiple gods, but hold a single god as either supreme over those other gods (as in Vodun) or otherwise as the only god worth worshipping for whatever reason (as in LDS). Polytheism actually doesn't tend to work out so well for theocracies, simply because the plethora of gods tends to distract and divide the population, leading to infighting over which god is top dog.
Before Warhammer, Dungeons & Dragons offered quite a few theocracies. Oddly the first-published in the Greyhawk setting was under said setting: the Drow, in GenCon XI. These fallen elves are a henotheistic theocracy of both types; they qualify as the first type in that whilst the various deities of the Dark Seldarine are acknowledged as existing, but all are seen as subordinate to Lolth; and they qualify as the second type in that, well, nobody can deny the existence of gods like Moradin or Pelor when there are priests and priestesses casting bless and flame strike in their name. It is the Priestesses of the Spider Queen who hold power absolute, and no matter how powerful the nobles may be, that power is always inferior to that wielded by the priestesses. A half decade later Greyhawk's overworld got published with the Theocracy of the Pale and the See of Medegia.
Mystara got Hule, implicitly the same merger of Platonism with caliphal Islam which Khomeini was running in Iran, which the Desert Nomad series REALLY hammered into us with the third of that trilogy. Eberron has Thrane, the site of The Silver Flame. Thrane is unusual here because the existence of the Silver Flame is, unlike the other faiths of Eberron, provable and Thrane does not have a monopoly on worship of The Flame (even though the physical Flame is in its borders) causing it to fight other worshipers in the Last War.
The Imperium of Man, conversely, and counterintuitively to normies, is not a theocracy; because whilst the Ecclesiarchy is a power-bloc within the government, they are not technically the ultimate authority of the Imperium. It does have theocratic elements, but isn't completely ruled over by the priests of the God-Emperor. It is ruled over by the actual God-Emperor himself . There is no name for such a type of government, because for obvious reasons we haven't had to invent one... yet. Ignoring that, since the God-Emperor is basically a deified near-corpse on (what everyone else thinks is) life-support, the actual day-to-day running of the Imperium is handled by an enormous bureaucracy descended from the council that reported to him when he was more fully functional.