A grand duchy is a country whose head of state is a Grand Duke or Grand Duchess.

The only grand duchy in existence today is Luxembourg. Luxembourg became a grand duchy in 1815 when the Netherlands became an independent kingdom, and King William I of the Netherlands was made Grand Duke of Luxembourg. In 1890, the two countries separated.  William III of the Netherlands had no male heir, so in the Netherlands he was succeeded by Queen Wilhelmina but Luxembourg followed Salic law, which meant only a man could rule.  The present Grand Duke of Luxembourg is Henri.

However there are other houses of Europe that style themselves as Grand Dukes even if not wholly recognised by the rest of society.

The independent republics of Finland and Lithuania, and the Dutch province Limburg (Duchy of Limburg) have been Grand Duchies at certain times in their history.

The title and origins of grand duchies
The title Grand Duke (Latin: Magnus Dux, German: Großherzog, Italian: Gran Duca, French: Grand-Duc, Swedish: Storhertig, Lithuanian:Didysis kunigaikštis, Polish: Wielki książę, Czech: Velkovévoda) ranks in honour below King but higher than a sovereign Duke (Herzog) or Prince (Fürst). 

A Grand Duke (or Grand Duchess) is a person who rules a Grand Duchy.  But in the English language "Grand Duke" can also mean a type of prince who does not rule a country, but is related to the monarch.  In the Russian language Velikiy Knjaz are "Grand Princes", relatives of the Tsar, other princes were noblemen who ranked above a duke.  English says Grand Duke  instead of Grand Prince.

List of grand duchies
Between the Napoleonic Wars and World War I there were at least eight grand duchies in Europe: 

A lot of grand duchies were created in the Napoleonic era and by the Congress of Vienna and the German Confederation.

 The Grand Duchy of Tuscany (1569-1860, part of Italy afterwards)
 The Grand Duchy of Berg (1806-1813, part of Prussia afterwards)
 The Grand Duchy of Würzburg (1806-1814, part of Bavaria afterwards)
 The Grand Duchy of Baden (1806-1918, part of the German Empire since 1871)
 The Grand Duchy of Hesse-Darmstadt (1806-1918, part of the German Empire since 1871)
 The Grand Duchy of Finland (1809-1917 in Personal Union with Russia, Republic since 1917)
 The Grand Duchy of Frankfurt (1810-1813, part of several German states afterwards)
 The Grand Duchy of Poznan (1815-1848 as part of Prussia)
 The Grand Duchy of Luxembourg (since 1815 in Personal Union with the Netherlands until 1890)
 The Grand Duchy of Mecklenburg-Schwerin (1815-1918, part of the German Empire since 1871)
 The Grand Duchy of Mecklenburg-Strelitz (1815-1918, part of the German Empire since 1871) 
 The Grand Duchy of Saxe-Weimar-Eisenach (1815-1918, part of the German Empire since 1871)
 The Grand Duchy of Oldenburg (1829-1918, part of the German Empire since 1871)
 The Grand Duchy of Cracow (1846-1918 in Personal Union with Austria, part of Poland)

The Duchy of Warsaw(1807-1813) is sometimes called a Grand Duchy but it was not.  

Today Luxembourg is the only remaining grand duchy.  However some old Grand Duchies still retain the titles granted to them usually in the Congress of Vienna.

Form of address
Most reigning Grand Dukes were called Royal Highness. Titles and styles for other members of the families were different.  In Hesse-Darmstadt and in Baden, junior members were called Grand Ducal Highness. 

The only current grand ducal family in existence, Luxembourg, styles calls its junior members Royal Highnesses, but they were also Princes of Parma.

A Russian Grand Duke or Grand Duchess was an Imperial Highness.

Related pages
 Duchy
 Grand Duchy of Lithuania
 Nobility

Forms of government
Royalty and nobility