What are they called?

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Bedfordshire, Berkshire, Buckinghamshire, Cambridgeshire, Cheshire, Cornwall, County Durham, Cumbria, Derbyshire, Devon, Dorset, East Riding of Yorkshire, East Sussex, Essex, Gloucestershire, Greater London, Greater Manchester, Hampshire, Herefordshire, Hertfordshire, Kent, Lancashire, Leicestershire, Lincolnshire, Merseyside, Norfolk, North Yorkshire, Northamptonshire, Northumberland, Nottinghamshire, Oxfordshire, Shropshire, Somerset, South Yorkshire, Staffordshire, Suffolk, Surrey, Tyne & Wear, Warwickshire, West Midlands, West Sussex, West Yorkshire, Wiltshire, Worcestershire.