A government that controls the activities of its citizens using a police force or military is a police state. Before World War II, there was a rise of police states in Europe.
You could also call a police state a "dictatorship" or a "totalitarian government." The first use of police state can be traced back to Austria in the 1850s, when order was kept by a national police force. The definition varies depending on the values of the person using the term — some think if a government uses electronic or digital surveillance it's a police state, while others believe it takes the loss of more freedoms to make a police state.