The Death Knight is a powerful undead monster originating from Dungeons & Dragons. Taking the form of an armored undead warrior with potent magical abilities, it is something of a more gishy Lich and has become an iconic "upgrade" for the Blackguard, or otherwise martial champion decked out in the most evil attire you can think of fit for a death metal album cover- it's basically the lichdom for the melee chad that leads the army of darkness unto the forces of good.
Death Knights in D&D/D20
Planeswide in most settings, Death Knights hold their origins with the Greyhawk campaign setting- originally created by Prince of Demons Demogorgon after violently raping the treacherous knight Sir Kargoth's eyesockets with his rot-inducing-actually-it's-cock tentacles for three days straight until he died, then came back as an incredibly angry unread-monstrosity with the atypical lich-like pinpoint lights from within it's sunken eye-sockets, alongside his unlucky colleagues in the same fashion. The death knight is a force to be reckoned with, commanding great magical power, usage of power words- typically stun and die, and ignoring AC, they're the martial champions of evil and generals of undead hordes they'd attract as cohorts, beings infused with the power of the Abyss in chaos and evil, and negative energy of death itself.
Demogorgon however did not hold onto the rights to his creation for long, the means to creating them were eventually stolen, and distributed across his rivals- and eventually death knights became known and used planeswide by Demons, Devils, Daemons, and evil deities.
That said, in the setting of Dragonlance, Death Knights are creatures of divine origin, statistically stronger than their native abyssal counterparts and made by act of god cursing knights who fail to uphold their virtues or assigned tasks, the titular Lord Soth, being the first example of this, a Death Knight above all others that even ended up in the Ravenloft Campaign setting before the gods called before him let him off the hook on his punishment for being a zealous dickhead worried about being cuckolded. Soth also used his powers by reciting songs- which makes him additionally spooky- but the Death Knights of Krynn are by no means, a joke, especially in a setting where magic is limited and the advantages of being undead put the risk of all life being wiped out if they were to ever go white walker on anyone's ass very real.
In 4th edition, the similarity to liches was emphasized by giving Death Knights the same ability to reconstitute themselves after death, with their weapons serving as a kind of phylactery.
The Pathfinder Graveknight is much the same creature, with the dead warrior's soul bound to his armour in much the same way as a Lich's is bound to a phylactery. This tends to go badly for anyone who loots a defeated Graveknight's armour, with the wearer being transformed into a replacement body