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Sahih al-Bukhari 52:

Narrated An-Nu'man bin Bashir:

I heard Allah's Messenger (ﷺ) saying, 'Both legal and illegal things are evident but in between them there are doubtful (suspicious) things and most of the people have no knowledge about them. So whoever saves himself from these suspicious things saves his religion and his honor. And whoever indulges in these suspicious things is like a shepherd who grazes (his animals) near the Hima (private pasture) of someone else and at any moment he is liable to get in it. (O people!) Beware! Every king has a Hima and the Hima of Allah on the earth is His illegal (forbidden) things. Beware! There is a piece of flesh in the body if it becomes good (reformed) the whole body becomes good but if it gets spoilt the whole body gets spoilt and that is the heart.

So the word Hima literally means "private pasture". And what is Every king has a Hima referring to in this Hadith? How should we understand it?

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Hima is transliteration of الـحِمَى:
In the following I'm translating from Arabic language as these translations are of my own take them carefully

الـحِمَى: المحمي المحظور على غير صاحبه.
al-Hima (a kind shelter): a shelter or protected area forbidden to anyone other than the owner.

So Hima among Arab kings was a kind of shelter or protected Area or borderline that none except with them had the right to exceed: if anybody goes beyond that line he would expect the kings punishment.

In the case of Allah this Hima is anything that he declared as haram, once we commit something haram we would expect a punishment in this life or the hereafter.

In fact imam ibn Hajar pointed at a discussion whether the statement:

Every king has a Hima and the Hima of Allah on the earth is His illegal (forbidden) things.

are words of the prophet() or a Sha'abi الشعبي as ibn 'Awn ابن عون was uncertain whether this part is from the prophet's () speech or whether it is an included explanation of a-Sha'abi. But ibn Hajar came to the conclusion that other versions support the fact that it isn't.

Some references:
Article on alukah.
Fatwa islamweb #304768.

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