The Knights Hospitaller is a holy order which you can hire with piety. They were founded after the First Crusade. They can only build Temples and Castles like the famous fortress Krak des Chevaliers. Sometime after they were driven away from the holy lands and they settled on the island of Rhodes.
If you are playing as a Catholic ruler, you can hire them with piety, and when you're defending against infidels, you won't have any maintenance cost at all. But should you remember that they will only fight against heretics and infidels (and rebels as well).
If you are the Catholic King of Jerusalem there is a decision to vassalise them at a cost of 500 gold.(Sons of Abraham DLC Required)