As senior members of the Church of England, which is the established church, some bishops are entitled to sit in the House of Lords. The Archbishop of Canterbury, the Archbishop of York, the Bishops of London, Durham and Winchester and 21 other bishops in order of seniority together form the Lords Spiritual. The bishops' bench is the bench in the House of Lords where the bishops sit. It differs from the other benches because the seat has arms. The bishops are impartial Members of the House of Lords, so the arms may be used to distinguish them from supporters of the Government.
Further information on this subject can be found from the following links.
Lords by party and type of peerage
Alphabetical list of Members of the House of Lords