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.
The organization was first mentioned in Talkin' 'Bout an Evolution, and was mentioned again in Rage Of Innocence.
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.