Ask HN: Are there other bodies like the Sovereign Military Order of Malta?

I have always been interested in the evolution of the nation state and governance and a few conversations (and the release of Balaji's new book on Network States) brought me down a bit of a governance rabbit hole and I stumbled back on the Sovereign Order of Malta which is a religious organization for the most part but also still has permanent observer status at the U.N. Are there other such groups that still exist and don't necessarily hold physical territory but still are internationally recognized? If so, why don't they try to purchase land somewhere and create their own state?