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I would say those they say they are the one true way and adherents must attend their services or only their services.
In the Christian world after the Catholic Church the major ones would be the Mormons with their President/Prophet.
The Iglesia ni Cristo out of the Philippines with their Prophet.
Up until 1976 the Jehovah Witness's President of the Watchtower Bible and Tract Society, I think formally they are headed by a committee now and not a single figure head.
After that you get into increasingly smaller churches like the Branch Davidians that really don't have a worldwide reach.
None would have a city state like the Vatican but many will have a large Temple or cathedral which would be seen as the world headquarters.
Each of the Eastern Orthodox churches has a leader similar to the Pope , with one of them given the place of honor as the "First among Equals" among the leaders of each church. In fact, the Pope was originally just the leader of the Church of Rome before Rome split from the other EO churches , and had the honor of being the "First among Equals "until Rome exited. Then that honor went to the Church of Constantinople. Some now think it should transfer to the Russian church. The remaining EO churches continued to operate cooperatively on the basis of national churches, creating new national churches as each one became strong enough to exist on their own , while the church of Rome spread worldwide under just one church and leader. I think there is about 14-15 national EO churches now.
The EO , by the way, is the 2nd largest Christian church behind only the Catholic church.
The Aga Khan is Muslim, leader of the Ismali branch of Shia.
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