Many socialists would argue that a non-democratic state is by definition not socialist, whether it chooses to describe itself as such or not, but moving beyond what could be criticized as a "No true Scotsman" argument, we face a serious problem in the definition of the word "socialist".
The word has been used to describe a broad enough range of political and economic models that it's pretty much impossible to declare any one of them "unambiguously socialist" without finding someone who'll vigorously disagree with that classification.
However, the Inca Empire (15th-16th century CE), which never had anything approaching an elected legislature, had an economic system which was centrally planned (a common feature of economies laying claim to the name "socialist"), and in some respects recognizably redistributive.
In particular, the concept of Ayni, roughly translated as "right (or proper) relationship", can be seen as analagous to the socialist dictum "from each according to their ability; to each according to their need", and was a cornerstone of Inca society, just as it remains an intrinsic part of indigenous Andean culture today.
Indeed, the current governing party in Bolivia, the Movimiento al Socialismo (or MAS), while committed to maintaining power by purely democratic means (and, in fact, responsible for an aggressive campaign to increase voter registration throughout the country) has stated that indigenous Andean (and by implication, Inca) culture is inherently socialistic.
On a somewhat related note, the current leader of MAS (and Bolivia's current President), Evo Morales, took the unprecedented step of having himself declared Apu Mallku (effectively, "King") at Tiwanaku, the seat of the Tiwanaku Empire (which preceded the Inca Empire, and was a strong influence on its culture) on his inauguration as president in 2006, although this is considered a purely symbolic title.