From Bulbapedia, the community-driven Pokémon encyclopedia.
The Pokémon G-Men (Japanese: ポケモンGメン Pokémon G Men) is an organization in the Pokémon anime. Lance is the only known member.
Not much is known about the organization. Lance explained that the Pokémon G-Men's main purpose as a detective unit is to travel the countryside, investigating and arresting anyone who improperly treats Pokémon. Their agents tend to infiltrate the targeted operation in a disguise before passing on any incriminating information to Officer Jenny to make the arrests.
The organization was first mentioned in Talkin' 'Bout an Evolution. It was mentioned again during Lance's reappearances in Rage Of Innocence, Gaining Groudon, and JN012.
In the United States, G-men (short for Government Men) is a slang term used to describe special agents who work for the Government. This suggests that Lance and his colleagues work for a government.