From Lexicanum

Shrine Worlds are worlds devoted to a Saint of the Imperium and are often named in their honour. These worlds attract huge amounts of pilgrims from all over the Imperium. Most shrine worlds usually fall into another category - for example Hagia is an agri world while Herodor is a hive world. They have a strong relationship with the saint in question, such as being the world of his or her birth or martyrdom.

Notable Shrine Worlds

• Hagia
• Herodor
• Macharia
• Ophelia VII
• Sanctus Lys
• Terra

Worlds of the Galaxy

Imperium	Adeptus Astartes Homeworld • Agri World • Cardinal World • Civilised World • Dead World • Death World • Desert World • Feral World • Feudal World • Forge World • Hive World • Ice World • Industrial World • Jungle World • Knight World • Mining World • Ocean World • Paradise World • Penal World • Research Station • Shrine World
Xeno	Xenos World • Daemon World • Exodite World • Tomb World • Maiden World • Crone World • Ork World • Tau Empire • Craftworld

Sources

• Black Industries Warhammer 40,000 Roleplay site
• Gaunt's Ghosts series