The Knight Worlds are technologically-advanced planets within the Imperium of Man that are allied with the Adeptus Mechanicus yet still maintain feudal cultures and social structures reminiscent of the Terran High Middle Ages during the 2nd Millennium. Most Knight Worlds are closely politically and economically linked with a nearby Mechanicus Forge World.
During the Age of Strife, when so much of the galaxy was made off-limits to interstellar travel because of the massive Warp Storms that were making the Immaterium impassable, the Cult Mechanicus of Mars sent out many starships that made use of sublight drives to explore the galaxy in search of Standard Template Construct (STC) technologies on lost human colony worlds. In the course of their travels, one of these slow-moving exploratory expeditions discovered a large cluster of human-settled star systems that had once belonged to the ancient interstellar human confederacy that had existed during the Dark Age of Technology. But these worlds had regressed during the Age of Strife to become Feudal Worlds possessed of a preindustrial, feudal culture dominated by warrior aristocrats who were called, simply enough, Knights. These nobles welcomed the Tech-priests to their planets, and saw the Mechanicus as saviours who could return to them the knowledge and technologies of their ancestors. The Priests of Mars settled among these star systems, which they named the Knight Worlds, and preferred to place their outposts on planets that possessed a good base of strategic minerals, which could be used as the foundation for the re-creation of advanced industries. The Mechanicus' representatives established full diplomatic and commercial relations with the Knights and were also very interested in the ruins of advanced cities that existed on many of the Knight Worlds, where a knowledgeable scavenger could sometimes recover very useful pieces of lost technology. The Knights provided Mechanicus settlements with the manpower and military force required to drive off incursions by Orks or Eldar Exodites and the Mechanicus in return provided the Knight Worlds with their advanced technology and the skills needed to rebuild their lost civilisations.
In time, the Mechanicus transformed some of the Knight Worlds into powerful bastions of industry and advanced technology that are known today as Forge Worlds. Many of these Forge Worlds, largely cut off from Mars during the Age of Strife, instead turned to create their own small stellar empires, consisting of a central Forge World and its satellite Knight Worlds. The Knights absorbed all that the Tech-priests had to teach and in time their planets became technologically sophisticated industrial societies once more, though they retained many cultural characteristics of their feudal pasts. Since the Tech-priests provided their technology only to the nobility that ruled each Knight World, these lords used their monopoly over the new knowledge to maintain the essentially feudal character of their societies even as industry returned and science advanced once more. Despite the limitations of Warp travel during this period, many of the Forge Worlds managed to retain limited contact with the other Cult Mechanicus outposts across the galaxy and with Mars itself using the sublight starships that had brought them out into the galaxy in the first place, though these journeys could take many Terran centuries.
The most important technology that the Tech-priests provided to their Knight World clients were the great robotic war machines that themselves soon became known as Knights. These war engines were much smaller than true Titans and could be piloted by only a single man, but they were well-suited to the highly-mobile, heavy cavalry-centric warfare preferred by the aristocracy of the Knight Worlds. In the past these warrior nobles had clashed with each other in honourable combat upon their horses -- now they could still face each other with honour, but did so from the cockpits of their war engines, their minds cybernetically neuro-linked to the machine's systems through bionic implants in their spines and heads.
- White Dwarf 178, "The Titan Legions," by Rick Priestly