Death Knight
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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 in 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 arising as an incredibly angry undead-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 not all of these Death Knights are okay with their current existence, in fact- some instances created by Kargoth's betrayal are in fact- cursed. One may note that in Neverwinter Nights, and Baldur's gate, that Doomknights and Demonknights of Demogorgon also exist, so whether these are separate creatures, doomknights being the most distinct, or placeholders for such creatures is a question left unansweared.
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- Orcus, Eltab, and then every other Tanari'rri. 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 Soth also had additioa abilities as a death knight unique to himelf.
Death Knight typically had power words, fireballs as a 20th level caster, abyssal blast, the ability to attract undead cohorts, and ex-paladin blackguard abilities, on top of their potent immunities as undead.
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.
Death Knights in Warcraft
Death Knights in Warcraft are just about what you'd expect from a Death Knight from Greyhawk. Except toss out the whole demonic aspect and just fill it with undead. Hilariously, there are two kinds of Death Knights in Warcraft. First off, there are the ones created by Gul'dan before the events of Warcraft 2. These Death Knights were created using the bodies of dead knights infused with the spirits of sacrificed necrolytes. Most, if not all, of these "First generation," death knights were killed by the Alliance and the subsequent destruction of Draenor. The "second generation," Death Knights were made by Ner'zul not long after he was imprisoned as the Lich King before Warcraft 3. These new Death Knights were either raised into undeath because they were powerful warriors in life, or they're Paladins who've fallen from grace. Most of the time, people assume they're both one and the same since they have practically the same abilities. They're not entirely wrong as Death Knights were just a recycled unit given a new role for a new faction in their next game.