Government organizations have a top-level domain (TLD) of .gov. For example, usa.gov. A link from such a site is known as a .gov link.
Only government entities in the US can apply and gain a .gov TLD. Other countries have their own country-specific version, such as .gov.uk.
Government TLD domains are tightly regulated and trusted sources of information. For this reason, a link from a .gov domain is considered to have significant value and has been targeted by link spam.