The Holy Roman Empire was neither holy nor Roman nor an empire. Discuss.
Actually, the Holy Roman Emperor was crowned by the Pope, as the religion of the Roman Empire switched to Catholicism with the coming of the emperor Constantine (making it Holy). It formed as the Byzantine Empire, after Constantine split the Roman empire into eastern and western Rome, with western Rome falling not too long after the split, and the east becoming the Byzantine/Holy Roman Empire (making it Roman). It officially fell in 1463, when the Turkish Ottoman Empire seized Constantinople.
As for it being an empire, from dictionary.com:
"a group of nations or peoples ruled over by an emperor, empress, or other powerful sovereign or government: usually a territory of greater extent than a kingdom, as the former British Empire, French Empire, Russian Empire, Byzantine Empire, or Roman Empire."
I can give you plenty of examples of how the HRE fits into this description (especially being included in the definition), but I don't want to jack this thread anymore than I already have.