Mechanical units are fully or partially composed of non-living matter.
Terran - SCV, Vulture, Goliath, Siege Tank, Wraith, Science Vessel, Dropship, Valkyrie and Battlecruiser.
Protoss - Probe, Dragoon, Reaver, Scout, Observer, Shuttle, Corsair, Arbiter, Carrier, and Interceptor.
Also refers to Terran factory units in a game. "The Terran is doing a 'mechanized' build vs this Zerg"