An encyclical was originally a circular letter sent to all the churches of a particular area in the ancient Catholic Church. At that time, the word could be used for a letter sent out by any bishop. The word comes from Latin encyclicus (from the Greek ἐν κύκλῳ en kykloi) meaning "general" or "encircling", which is also the origin of the word "encyclopedia".
The term has been used by Catholics, Anglicans and the Eastern Orthodox.
Read more about Encyclical: Catholic Usage, Anglican Usage, Important Eastern Orthodox Encyclicals