You could potentially, call England/Great Britain a theocracy in the 16th and 17th centuries when their king or the queen actually held a great deal of political power, but this is no longer the case. Much the same could be applied to Denmark-Norway, and Sweden since they also official state churches that their monarchs were the head of. Currently, however, the monarchs of Denmark, Norway, Sweden, and the UK are all constitutional monarchs and belonging to the official state church is no longer a requirement for full citizenship.

Also, the Commonwealth under Oliver Cromwell could also be classified as theocracy, though Cromwell was not a king.