There are church's such as the Roman Catholic that do give knighthoods to people. And their are fraternal organizations, at least in the United States that elect members to knighthood, such as the Elks or Masons who have titles as Lecturing Knight, Loyal Knight or Leading Knight.
As a Church or Fraternal Organization that entity is allowed to give honors or address members or officers as they wish. That does not give them a legal or governmental rights associated with that title and said person receiving those honors are allowed, at least in the United States, can use those titles and honorifics among themselves.
As a side note to the "commonwealth".. while Vermont, New York and most U.S. states are Commonwealths of America as they were either purchased by or entered the Union through treaty or agreement.. there are two acceptions. California and Texas.. Both of which were created as separate countries after a revolt from their former countries and became Republics... That is why.. while the Missouri, Virginia etc etc are all states.. they are the Commonwealth of Missouri.. etc etc.. and while California and Texas are also states.. they are the California Republic and the Texas Republic.
