The Collaborative International Dictionary of English v.0.48:

Duchy \Duch"y\ (d[u^]ch"[y^]), n.; pl. Duchies. [F. duch['e],
   OF. duch['e]e, (assumed) LL. ducitas, fr. L. dux. See
   Duke.]
   The territory or dominions of a duke; a dukedom.
   [1913 Webster]

WordNet (r) 3.0 (2006):

duchy
    n 1: the domain controlled by a duke or duchess [syn: duchy,
         dukedom]

Moby Thesaurus II by Grady Ward, 1.0:

93 Moby Thesaurus words for "duchy":
   Kreis, ally, archbishopric, archdiocese, archduchy, archdukedom,
   arrondissement, bailiwick, bishopric, body politic, borough,
   buffer state, canton, captive nation, chieftaincy, chieftainry,
   city, city-state, colony, commonweal, commonwealth, commune,
   congressional district, constablewick, country, county,
   departement, diocese, district, domain, dominion, dukedom, earldom,
   electoral district, electorate, empery, empire, free city,
   government, grand duchy, hamlet, hundred, kingdom, land,
   magistracy, mandant, mandate, mandated territory, mandatee,
   mandatory, metropolis, metropolitan area, nation, nationality,
   oblast, okrug, parish, polis, polity, possession, power, precinct,
   principality, principate, protectorate, province,
   puppet government, puppet regime, realm, region, republic, riding,
   satellite, seneschalty, settlement, sheriffalty, sheriffwick,
   shire, shrievalty, soke, sovereign nation, stake, state, sultanate,
   superpower, territory, toparchia, toparchy, town, township,
   village, wapentake, ward