A grand principality is the territory of whose official head of state or ruler is a monarch of the title grand prince or grand princess, and is usually used similar to how grand duchies are.
Typically in history, grand principalities have been in Eastern Europe, such as Moscow, the precursor of the Tsardom of Russia. No grand principalities remain today.
Earliest known usage of grand prince was by Vladimir the Great, who was Grand Prince of Kiev, as every other monarch of Kiev before were denoted as Prince of Kiev.
List
Grand Principality of Finland
Grand Principality of Lithuania
Grand Principality of Moscow
Grand Principality of Serbia
Grand Principality of Transylvania
Grand Principality of Vladimir
Grand Principality of Kiev
Grand Principality of Hungary (also Duchy of Hungary)