On this much misunderstood term, see Vol. III, "The Dictatorship of the Proletariat" of Hal Draper's _Karl Marx's Theory of Revolution_, as well as the supplementary volume, _The Dictatorship of the Proletariat from Marx to Lenin_
The first book is about the use of the term in Marx and Engels' work (and their contemporaries), the second, shorter book traces the concept from Marx through subsequent Marxian socialists.
For concrete examples: the early Reconstruction Southern U.S. states, which W.E.B. DuBois recognized as a dictatorship of the proletariat (in his book "Black Reconstruction"), later the Paris Commune, the Russian Soviets of 1905 and 1917, the German Revolution of 1918, the collectives in the Spanish Revolution, Hungary in 1956, France in 1968.
This is a much-maligned term that bourgeois ideologues like to think reveals some allegedly authoritarian tendency in Marx's thought; in fact it means nothing more than the provisional democratic rule of the working-class on the way to abolishing all social classes.