Authoritarian systems are the antithesis of democracy. As opposed to the democratic principles of rule by the people, authoritarian systems are lead by either an individual or a small group of individuals. There are dozens of authoritarian systems, but all share the general characteristic of exclusiveness, which means keeping the vast majority of people out of policy and decision-making processes. Often a government will display multiple forms of authoritarian rule, a short list of these different forms is as follows:
Kleptocracy: A government led by a leader whose sole objective is to use the state to enrich himself: for example, Saddam Hussein.
Totalitarianism: An authoritarian government where the leader(s) has an all pervasive presence, usually established through secret police agencies, mass repression and surveillance. Another element of totalitarianism is the lack of independent civil society organizations; those that may exist are extensions of the state. Examples of totalitarianism include the USSR (esp. under Stalin), Nazi Germany and North Korea.
Military Junta: A government ran entirely by a group of military officers, this system was common found in South and Central America and can include elements of both totalitarianism and kleptocracy. Myanmar (Burma) is run by a military junta.
Monarchy: The "classical" western authoritarian regime, composed of a single leader whose legitimacy is often religious or tribal. The main difference between this and other authoritarian regimes is the concept of hereditary rule.
Under speculation are anarchic and libertarian systems of government, which are below democracies in terms of government power, with some having no government at all. However, due to lack of real world examples (anarchic Somalia an obvious exception) these are usually discounted.