A knight was a soldier who had been bestowed with a knighthood by a king or queen. It was also the name of a chess piece. (Star Trek IV: The Voyage Home, TNG: "Evolution", DS9: "Equilibrium") Male individuals who had been knighted, such as Arthur Conan Doyle, were referred to as "sir".
A knight jousting on horseback was briefly visible as the time stream reset itself. (ENT: "Storm Front, Part II ")
While visiting the Shore Leave Planet in 2267, Leonard McCoy was temporarily slain by a knight on horseback who had been conjured up in his daydreams. (TOS: "Shore Leave") McCoy recalled this two years later when Spock brought it up. (TAS: "Once Upon a Planet")
A knight was one of the passengers on the Orient Express holoprogram in 2370. (TNG: "Emergence")
In 2374, Jack referred to Weyoun as a "Dark Knight" that couldn't be controlled by "The Pretender" (Damar) (DS9: "Statistical Probabilities")
Patrick Stewart and Judith Anderson both have received honorary knighthoods (Sir and Dame respectively).